Does Olivia Voldaren's second ability still work if I steal her in response?
This one is an edge case, so it's interesting. Yes, the second ability resolves, but as the player activating the ability no longer controls Olivia, the end result is similar to if it hadn't, as she is no longer under that player's control.

There's a ruling on the gatherer page confirming this:


  If you activate Olivia Voldaren's last ability, and before that ability resolves you lose control of Olivia Voldaren, the ability will resolve with no effect. You won't gain control of the targeted Vampire.