Ok I just tried another approach to this problem. This time I try to allow training of different leaders in town. I managed to out Elf Guardian in Legion town, and can hire demon lords and bone dragon right away for free. But when I try to put in story leaders, it doesn't appear. It seems like story heroes are somehow flagged as not "hire-able". I also made Red Dragon as a leader unit, to bad it cannot move on the world. Question now is just why on earth are story heroes are so much different compare to other leaders and units. It almost like dev don't want players to use story leaders. The only way now I can think of is the map editor.