Rules FAQ
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A plot card enters your used pile at the same time a new one is revealed, but When Revealed abilities resolve before the Forced Reaction on The Tattered Prince does, so he will not escape plots like Valar Morghulis (but he will escape Expose Duplicity).
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You can use a duplicate to save The Tattered Prince from going back to shadows if you cannot (or do not wish to) discard 1 gold from him.
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Playing Change of Plans will trigger the Forced Reaction, as will revealing a new plot in the challenges phase with "The Rains of Castamere".