Vengeful Archon

If the targeted player is an illegal target by the time the ability resolves, the entire ability doesn’t resolve. No damage will be prevented.

If multiple effects modify how damage will be dealt, the player who would be dealt damage chooses the order to apply the effects. For example, say you’ve activated Vengeful Archon’s ability with X = 3 targeting Player A, and you’ve activated Vengeful Archon’s ability with X = 1 targeting Player B. You’re dealt 2 damage. You can apply the first prevention effect (dealing 2 damage to Player A), or you can apply the second prevention effect (dealing 1 damage to Player B) followed by the first prevention effect (dealing 1 damage to Player A). The unused portions of the prevention effects remain.

Vengeful Archon’s ability doesn’t have you choose a source of damage. It will apply to the next X damage you would be dealt that turn, regardless of where that damage comes from. It doesn’t matter whether the damage would all be dealt at the same time. For example, if X is 4 and you’d be dealt 3 damage by Lightning Bolt, that 3 damage is prevented and Vengeful Archon deals 3 damage to the targeted player. The prevention effect will still apply to the next 1 damage you’d be dealt that turn.