There should be a way for you to delete heroes from your veteran army and get it back. Otherwise how do you fix the bug where units are missing skills/with price increase/no skill refund. With normal units as much as it sucks, if that bug hit you then you can just delete that unit and re level it. What do you do with a hero?
This isn't something anyone would do lightly considering they probably already spent like 50 tokens on the unit which wont be refunded.