The results of muon-spin relaxation and heat capacity measurements on two pyroxene compounds LiFeSi2O6 and NaFeSi2O6 demonstrate that despite their underlying structural similarity the magnetic ordering is considerably different. In LiFeSi2O6 a single muon precession frequency is observed below TN, consistent with a single peak at TN in the heat capacity and a commensurate magnetic structure. In applied magnetic fields the heat capacity peak splits in two. In contrast, for natural NaFeSi2O6, where multiferroicity has been observed in zero-magnetic-field, a rapid Gaussian depolarization is observed showing that the magnetic structure is more complex. Synthetic NaFeSi2O6 shows a single muon precession frequency but with a far larger damping rate than in the lithium compound. Heat capacity measurements reproduce the phase diagrams previously derived from other techniques and demonstrate that the magnetic entropy is mostly associated with the build up of correlations in the quasi-one-dimensional Fe3+ chains.