Finished “complete a challenge event” and didnt receive finish credit and can’t advance.
There is no challenge event at the moment, the next one is Avalon. There you have to complete one tier (rare, epic or legendary).
I am not sure what you finished but @AngelOfDark666 is correct, at this moment there is no challenge event running. So there is no way you can complete this at this moment. You will be needing to wait till Avalon will open.
Could you please let us know what you think is the challenge event you finished?