Dany's Handmaidens: "When Dany's Handmaidens leave play, choose and discard an attachment from play" If the opponent does not have an attachment, am I required to discard one of my own?

Mad King's Legacy plot: When revealed, choose and discard an attachment from play, if able. Same question: do I have to choose one of my own if opponent(s) have none?

Well note that Daeny's Handmaiden is a response action. So you don't have to trigger the response. If you did trigger it for some weird reason you would have to discard an attachment.

With Mad King's Legacy you are forced to discard an attachment. Compare it to something like City of Lies. It says when revealed you MAY put up to 2 cards into shadows. That doesn't mean you have to. Mad King's Legacy doesn't have the may and it has the if able part.