Every thing was going according to plan ... I was playing with Yami Marik, I did summon Lava Golem to my opponent's side, and set "Blast Held by a Tribute" face-down. When my opponent attacked me, I wasn't able to activate my trap, and there was nothing that would affect that on my opponent's side, so, I simply lost ... Could anyone please give me a possible explanation?
There is no way to set Blast Held By a Tribute in your opponent's turn in Duel Links, nor is there a way for your opponent to attack during your turn, so that comment is rather misplaced.
Actually, there's a way to do that and it works for any trap card, but you need 2 cards: Temple of the kings which lets activate a trap card the turn it is Set. And Dust Tornado which destroy one S/T your op. controls, then it lets Set 1 S/T from your hand.
Dust Tornado wasn't available in Duel Links when I posted that reply.
Incidentally, Dust Tornado isn't the only card that can Set a Trap in the opponent's turn available in Duel Links now, since we have Mana Dragon Zirnitron as well.
Technically this was always possible regardless, since the opponent could set a Blast Held and give control of it with the Surprise Present skill anyway. ;p