As long as you have hexproof, your opponents can’t target you with spells that deal damage or abilities that cause their sources to deal damage, even if they intend to redirect the damage to a planeswalker you control.

Orbs of Warding won’t prevent damage dealt by creatures to a planeswalker you control. However, if a creature controlled by an opponent would deal noncombat damage to you, you can apply Orbs of Warding’s effect to prevent 1 of that damage before your opponent chooses whether to redirect that damage to a planeswalker you control.

The damage prevention effects of multiple Orbs of Warding are cumulative.