Just a few questions
When attacking as the hero and you roll multiple surge icons, can you spend more than 1 surge on the same ability to use it multiple times?
No you can only use each ability once per attack. Don't forget you can always spend a surge to recover a strain (but again only max once per attack).
When playing with 2 hero's each gets 2 activations per round - do their exhausted cards refresh each activation or each round?
A hero's exhausted cards refresh at the beginning of each of these activations. Importantly they do not refresh at the end of the round.
When a hero is defeated for first time the hero sheet is turned over to wounded sided. If all heroes are on wounded side do they lose the mission? I understood that it was only when all heroes withdraw
No the most common victory condition for the imperials (the app in LotA) is to wound all heroes. The point being that if the goal was to withdraw them, then it'd make more sense to focus one hero down all the way to withdrawn before moving on to the others. But then that player would be sitting out for the rest of mission. With it only requiring wounding, most of the time that means that all heroes get to play out the whole mission.