I don't really like hypotheticals that absolutely cannot happen...but if we are going with this as a proxy for another card or 'mind exercise' then Olijar is correct.
If the first hero withdraws, then they are no longer able to qualify for HT's condition.
On a different scenario, if the first hero to enter battle is a prophet, and they
exchange with another hero, then that new hero is actually the one who 'began the battle' as HT is targeting it now, and nothing can be done with HT if the new hero if not a green prophet (per the way exchange works). This is essentially the reverse of
Rachel exchanging to Joseph allowing an enhancement to be played.
Basically, these are the conditions that allow for a use of HT:
1. The hero that enters battle is a green prophet, stays in battle, and after all hero abilities complete only
that hero remains on that side of the battle.
2. The hero that enters battle is
exchanged for a green prophet, which then stays in battle, and after all hero abilities complete only
that exchanged hero remains on that side of the battle.
This applies to
any type of battle, though only once per turn as normal.