Now i did and could pinpoint the problem.
Step by step:
1. Split a unit with a hero.

2. Merge the unit.

3. Hit undo. (i use the mouse to do it)

The hero moved from one halve of the unit to the other, the Flag on the unit disappeared.

At the end of the scenario the hero was gone.

I was not able to redo the excact steps to make it disappear again. I only noticed it missing at the start of the next scenario and went back to investigate.
Hope this helps in finding the exact issue.
sers,
Thomas

