The Vampire can transfer damage to "Any" hero. Does this include your opponents hero's? Yes. "Any hero" includes the heroes of your opponent.
Are there any rules about your hero's vs your opponent's heroes in the card text?
If you use the Vampire Rear Attack Power, these 2 damage from your Leader can be moved into an opposing Hero. If you use the Vampire Order, you can move all the damage from one of your Heroes into an opposing Hero.
Also, "a Hero" is the same as "any Hero". When an ability only works for YOUR Heroes, typically is stated as "a Hero in your Unit", or "an allied Hero".