Apologies if it’s been reported previously, I couldn’t find it.
The Unbreakable! challenge requires the player to prevent 500 damage from Implacable using Shield of Faith. Progress towards this challenge is not counted when the WP player is a client to another host. Discovered this by accident after attempting to farm overheads from the last Chaos Warrior before the bell on Righteous Stand. After about 10 minutes of getting farmed, the map was completed normally but no progress was registered for the challenge.
However, as host all damage mitigated in that way is accounted for as expected.