I noticed that the Nocturne cards were not affected by Quarry and I couldn't overpay Stonemason either to get Nocturne cards. Is there a general rule for that as for Alchemy where cards are excluded for some interactions?
It is not a Nocturne specific rule. Quarry or Stonemason affect / use Action cards. Ghost Town, for example, is only a Night-Duration card (you can also not play it during the Action phase). Therefore, it is not affected by Quarry similar to Treasure cards not being affected.
Quarry says while this is in play Action cards cost 2 less. So why doesn't it work when I gain a card from Devil's workshop?
Or aren't the treasure cards no longer in play in the night?
Yes, that should work. For example gaining Artisan with Devil's workshop when Quarry is in play. I would be surprised, if it wasn't possible in the client, but I'll check that. If you have a specific example, please post the game and turn number or a screenshot.
Edit: gaining Artisan with Devil's workshop when Quarry is in play indeed works.