My opponent let hextech ray finalize killing his unit. And is now saying that he wants to react with janna to save it. It is my turn, can she heal and save it? is there a chain open?

No — the window is already gone. Hextech Ray is an [Action] spell, so there is no lingering reaction step after it resolves: once both players pass, it deals 3, goes to the trash, and a cleanup immediately kills any unit with lethal damage marked (Rule 323.5; cleanups fire as items leave the chain, not only on Open/Closed transitions). Nobody gets priority in between, so there's no moment where they can play Janna to heal the unit before it dies.

If a chain is currently open at all, it's only for resolving new things — the killed unit is already in the trash, and Janna's heal only touches units on the board, so it can't bring it back. "Reaction" on Janna just means she could have been played while Hextech Ray was still on the chain (an [Action] spell creates no window afterward), and it's irrelevant that it's your turn.

Worth noting for future games: even reacting with Janna to the Ray only saves a unit if the 3 damage was lethal because of damage already marked — her "When you play me" heal resolves before the Ray (she's a unit that resolves on finalization, and her trigger is newer on the chain), so against a clean unit she heals nothing relevant and the Ray still kills it.