Okay, I'm that weenie that reloads if I lose a battle.
Turns out that the turn of the autosave is when I completed my Tower of Dominion to get +10 fame and my first hero. Unfortunately, on loading, I did NOT get a hero selection screen and the tool tip says I need 50 more fame for my next hero. I checked and the hero is not "hiding" somewhere in a town or an army stack or whatever.
