Strongbox is not compatible with the KeeChallenge plugin. Strongbox uses the KeePassXC paradigm for Challenge Response via YubiKey. There are couple of technical reasons for this design choice which means that YubiKey works better in the mobile context particularly.
You cannot use a KeeChallenge protected database with Strongbox and you cannot use a YubiKey protected database created by Strongbox with the KeeChallenge plugin.
If you would like to be able to use YubiKey to protect your database with Strongbox and also on other platforms, we highly recommend you use KeePassXC on those platforms.
To convert to the Strongbox and KeePassXC method, you must first remove YubiKey protection from your KeeChallenge based database and then add YubiKey as a factor via Strongbox or KeePassXC.