maybe they are stored in your profile. try making a backup of the files in the mydocuments, then delete the originals, and see if creatign a whole new game alllows you. Mind you, with all the cheats available, i was able to make a set of 6 guys that are invincible, so i have no need for the hero cheats.
I haven't tried making the heroes yet, I'm still in the process of getting the last few achievements from this game (and with the editor like the dude above said, my guys are gods anyway lol). Can you confirm that they have more abilities than normal soldiers? That would be freaking amazing if they did.
All times are (GMT -08:00) Pacific Time (US & Canada). Current time is 4:04:41 AM