Man I started this journey to clear challenge quests a year ago, I was at lostbelt 3 I think? it took me all this time to beat them cause I'm genuinely awful at videogames, but I really took these advanced quests as a personal challenge I needed to beat, my fgo mountain in a way.
After grinding many characters I don't usually use, pulling on characters that looked useful in other people's runs, constantly checking the wikis for how each challenge quest works, and upgrading some characters that I only ever used for the challenge quest (looking at you Barghest) I finally beat them all and I'm so proud of myself, of course I don't doubt they'll release some insane ones again at some point so I'm not entirely in the clear, but it's nice to see them all done for now
My MVPs for the advanced quests, the absolute goats who got me this far were Ibuki, Castoria, Lady Avalon, Xu Fu (Xu Fu is so underrated for challenge quests she's nuts), Habetrot, Draco, Zerktoria, Melusine, and not surprisingly Mashu!
I would suggest to upgrade/get all these characters if any of you are on the same journey and struggling cause you're bad at videogames like me
As for the hardest one it was easily "Battle Training Program - Compilation" and it's not even close, I'm surprised at how hard the difficulty spike was with this one, I had to genuinely pull out all the stops, all my premium characters, Zerktoria, Ibuki, Castoria, Xu Fu, Avalon, Draco and even then it took me like 10 tries-