Don't have the rules at the moment: it depends on the demon's Deceptive Attack wording.
Bursts and Blast attacks (even those performed through a weapon) don't trigger Divine Challenge if they include the Paladin. Their single attack rolls are simultaneous.
If a power says something like "repeat the attack against the same or a different target" or a monster's attack entry refers to another attack entry (like: "The huge and ugly creature makes two claw attacks"), then each attack is self-confined, and if any of these don't include the Paladin, Divine Challenge triggers.
Also, the marked condition, and the Divine Challenghe power don't name the action term with regards on attacks that trigger their effects.