Rules FAQ:

• You cannot use effects like Winterfell Archery Range to remove a character that is "considered to be attacking" from the challenge (Walder's ability would immediately make that character re-enter the challenge, so there would be no change of game state).

Rules FAQ

• A character must be declared as an attacker to use stealth because declaring stealth targets is part of the challenge declaration. By the time a House Frey character is added as a participating character from Walder Frey's ability, it is too late to use stealth.