For $1 \leqslant k \leqslant n$, define$$
τ_k(x_1, \cdots, x_n) = (x_1, \cdots, x_{k - 1}, -x_k, x_{k + 1}, \cdots, x_n). \quad \forall x_1, \cdots, x_n \in \mathbb{R}
$$
And for $1 \leqslant k_1 < \cdots < k_m \leqslant n$, define$$
τ_{k_1, \cdots, k_m} = τ_{k_1} \circ \cdots \circ τ_{k_m}.
$$
Thus the Green function of $\{(x_1, \cdots, x_n) \in \mathbb{R}^n \mid x_n > 0\}$ is $G_n(x, y) = E_n(x - y) - E_n(x - τ_n(y))$. Now define\begin{align*}
H_n(x, y) &= (E_n(x - y) - E_n(x - τ_1(y))) - (E_n(x - τ_2(y)) - E_n(x - τ_1(τ_2(y))))\\
&= E_n(x - y) - E_n(x - τ_1(y)) - E_n(x - τ_2(y)) + E_n(x - τ_{1, 2}(y))
\end{align*}
for $x, y \in D = \{(x_1, \cdots, x_n) \in \mathbb{R}^n \mid x_1, x_2 > 0\}$. It is easy to see that$$
Δ_x H_n(x, y) = -δ(x - y). \quad \forall x, y \in D
$$
Note that for any $1 \leqslant k \leqslant n$ and $x, y \in \mathbb{R}^n$,$$
τ_k(τ_k(x)) = x, \quad τ_k(x + y) = τ_k(x) + τ_k(y), \quad E_n(x) = E_n(-x) = E_n(τ_k(x)),
$$
thus\begin{align*}
H_n(x, y) &= E_n(x - y) - E_n(x - τ_1(y)) - E_n(x - τ_2(y)) + E_n(x - τ_{1, 2}(y))\\
&= E_n(x - y) - E_n(τ_1(x) - y) - E_n(τ_2(x) - y) + E_n(τ_{1, 2}(x) - y).
\end{align*}
For $x^* \in \partial D \cap \{x_1 = 0\}$, because $τ_1(x) → τ_1(x^*) = x^*,\ τ_2(x) → τ_2(x^*)\ (x → x^*,\ x \in D)$, then $τ_{1, 2}(x) = τ_2(τ_1(x)) → τ_2(x^*)\ (x → x^*,\ x \in D)$, which implies $\lim\limits_{\substack{x → x^*\\x \in D}} H_n(x, y) = 0$. Analogously, $\lim\limits_{\substack{x → x^*\\x \in D}} H_n(x, y) = 0$ for $x^* \in \partial D \cap \{x_2 = 0\}$. Thus, $H_n(x, y)|_{x \in \partial D} = 0$.
Therefore, $H_n(x, y)$ is the Green function of $D$.