Imaro
Legend
I think I have once or twice, but sure I can put somethings down.
I don't know if I have ever had a really good exploration challenge, but I do want to refer back to the princess and the cult situation for something that is a good challenge.
Because setting that up as it was in the very end does lead to an interesting challenge I think. First, you have to find the cult, hopefully without them knowing you did so. This will happen, you can't have the players not find them, so the tension on this step is trying to do so without raising suspicion. Then you have to figure out a way to get in and get the princess. This seems basic, but the more information the players have, the more options they have. They could assault the cult directly, and back off, planning on getting them moving and ambushing them while they are not as heavily defended. They could go to local authorities, though that risks adding an element that is out of their hands and may complicate things further. Sneak in? Maybe. Get recruited by the cult and infiltrate? Possibly also viable.
You could even add more complications. Maybe the princess has a magical item on her that is preventing her escaoe, or brainwashing her to be a loyal cult member. That adds a new wrinkle.
And I think this highlights enough to speak in general terms. The players need to have multiple paths to success, and enough information to make those decisions with confidence and some certainty. They don't need to know exactly which room the princess is in, but they need to know she is in this building, for example. And there need to be enough elements and complications to make their plans need more than a single step. If after a single declared action the challenge is solved, it wasn't actually a challenge.
Does that help frame things better?
Sort of, My take is that this seems like you want an entire adventure (as opposed to a single challenge) designed solely around exploration...and that may be where alot of the back and forth and confusion is coming from. For me personally something like what you are describing above is an entire adventure and should be built with challenges around all 3 pillars...