“Herald of Purple Light’s” effect is a multi-Trigger effect so it can be activated during the Damage Step. Since it has a Spell Speed of 2 it cannot be chained to the activation of a Counter Trap Card.
If “Banisher of the Radiance” or “Macro Cosmos” is face-up on the field you cannot activate “Herald of Purple Light’s” effect because you cannot send it and another Fairy-Type monster to the Graveyard for the cost.
“Herald of Purple Light’s” effect will not be negated by the effect of “The End of Anubis” because it doesn’t activate in the Graveyard.