If you have two heron on a battlefield and play your first card. How does the chain play out. Can you deny the discount on the chain? Can you play 1 card, accept 1 discount. Deny 2 discount. Then use another reaction before the denied one removes from chain to apply a discount to another card?

No — you can't "deny" a Heron discount. Astral Heron's trigger has no cost, so it's mandatory; Rule 404.2 only lets you decline a triggered ability that incurred a cost, and discounts are applied automatically during cost determination (Rule 356.4). So there's no accept/decline step to game here.

The chain plays out like this: your first card resolves (a countered card never triggers it — Rule 425.1.b), and then both Herons trigger as two separate chain items. They resolve one at a time, and neither discount exists until its own trigger finishes resolving.

If you want the two discounts on two different cards, you play a Reaction-timed card in the window after trigger #1 resolves but before trigger #2 does — you regain priority there since you control the newest chain item, and the state is Closed (a trigger is still on the chain), so it must be Reaction/Quick-Draw timed. Your mid-chain card claims discount #1, then trigger #2 resolves and its [2][A][A] applies to the next card you play. If you don't use that gap, both discounts pile onto the same single card — 4 Energy and 4 [A] less total (FAQ #11679), floored at 0.

One caveat: a card already sitting on the chain when the discount appears doesn't get it — only cards you newly play after the trigger resolves (FAQ #11762).