Are attacks considered to have started by the time the legality for the attack is checked?

Basically, I'm referring to a case of Mehmed versus Xerxes. If Mehmed tries to make a second weapon attack in a turn, would Xerxes stop him? If the attack is considered to have started by the time legality is checked, Mehmed's ability should stop Xerxes' ability, but if the attack is not yet considered in action, Xerxes would win.

I guess what I'm asking for is a more in depth explanation of when legality is checked, and when cards that prevent attacks with specific qualities prevent such attacks.

•Xerxes prevents the attack from starting, and the attack never reaches the stage where Mehmed would be activated.