What happens if I unlock both and hit x when adrenaline is charged ? Do I see a finisher and then find myself surrounded by that helio-thingy ? If not, how do I choose which one ?

Both will work in unision.. Geralt will first do the finisher move and then almost immediately be surrounded by Heliotrope.

If you also have Beserk, then all three will be activated in unision.

-Edit-

There is no option toggle between them, you will need to avoid taking that skill so that it doesn't trigger.