In the past, third party apps were not able to report directly to Garmin however, with new updates that is now possible. Unfortunately the integration is not complete so far as challenges go. Any activities which have been done within Peloton platforms are not reflecting in Garmin challenges. 

As you can see in the images above, the meditation activity profile is tracking the total time of that activity including the Peloton imported ones but the challenge is not recognizing it. This is not particular to the meditation activity profile as I had this issue last month with cycling activities as well. Is this on purpose and if so can we change it?