To the subfloor. I just went through a few layers of flooring in a kitchen not fun. I love the original tile you discovered. It’s actually very classic bath tile. It should of never been covered imo.

Of course, removing the white tile is preferred but might be not be practical. Some of that old house tile work is set in a couple inches of concrete and removal is a major project. If it is solid and secure, let it stay, especially if you aren't replacing the tub.

If the hex tile are solid and the tiles removed were not failing you're probably safe. If they are on a slab or mud set even better. Do use a primer for tiling over tile to promote bond. Laticrete & Mapei are a couple that provide them.

https://www.mapei.com/us/en-us/products-and-solutions/products/detail/eco-prim-grip

https://laticrete.com/tile-and-stone-installation/adhesives-and-mortars/multipurpose-bonding-primer/prime-n-bond