well my question is, Can I use first enhances during my opponents attack?

I believe the answer is no but I thought I should ask (was thinking about the card "the thirst always wins")

first enhance means it must be the first enhance you play, not the first enhance played.

Ah great. thank you

And a follow up question.. If negated, then I can't use a second copy of it right?

Stamp for Ziepnir, and yes, if it gets negated that's it, no other chances to play a first E:.