I guess this answer the question posted about challenge modes. This was posted in twitter by blizzard responding to a post.
@WarcraftDevs If I unlocked the CM armor during MOP on one warlock, if I make another will I be able to XMOG it on him with the new system?
Replied by WarcraftDevs:
Yep! Any characters of the same class will be able to wear the Challenge Mode sets if you've unlocked them on Dec 11, 2015
https://twitter.com/WarcraftDevs