I can't find an unsubscribe option, and customer support keeps sending me links to the monthly subscription page. What do I need to do to stop getting challenges and not be billed and never hear about this game anymore?

There's an email link on this page for cancelling your subscription. The email address it links to is nick@wargaming.net, with the subject "Please cancel periodic subscription".

As for stopping the challenges, you could turn off email notification in the game, and then uninstall the game.