I've noticed several times that sometimes heroes just "vanish" without a trace, with no clue what happened to them. This frequently happened when I tried putting heroes on autoexplore, but it happens other times, too.
What seems to happen is that a hero gets too close to a monster and is attacked and killed by it during turn processing. Fair enough, but if a hero is attacked I'd really like to be shown where the hero was and see the battle take place. At a bare minimum, heroes must not vanish - the player needs to be told the hero was killed. This is why I list this as "bug" instead of "suggestion".