Upgrading thermostat: 2 baseboard heaters (6 wires)
When you see 2 wires connected to supply/LINE side, it simply means that one of them is supply from the panel, and the other is supply going onward to somewhere else.  They are both supply, and it doesn't matter which is which.
You need to connect them both to supply/LINE, or to be more precise, connect them to each other, and then, connect a pigtail to your device's Supply input.