I got the heart and monster expansions but no cards for weapons nor any progression skill cards,

Do I have to use the class cards from the base characters ? I was disappointed each character doesn't have their own weapon set and progression skill cards

Every character just comes with stat and their hero abilities. They choose any class of that exists that matches an archetype. Characters are not required to play as the same class every time either.

I got the heart and monster expansions but no cards for weapons nor any progression skill cards,

Do I have to use the class cards from the base characters ? I was disappointed each character doesn't have their own weapon set and progression skill cards

I gather from this you mean you bought Oath of the Outcast? That's correct- it doesn't come with new classes or shop cards, just new heroes and monsters (and 2 quests.) That is the case for all of the hero and monster collections coming out.

However, each of the large expansions (Labyrinth of Ruin and Shadow of Nerekhall) come with 4 classes each, as well as heroes, monsters, cards, and a campaign.

The small expansions (Lair of the Wyrm, Trollfens, and the upcoming Manor of Ravens) each come with 2 classes, 2 heroes, monsters, cards, and a mini-campaign.

To add to this, all of the Hero and Monster collections are for is a way to get all the old 1st edition heroes back into 2nd edition. Many people that play 2nd didn't get a chance to get 1st. I, myself, missed out on one expansion and don't have the 5-6 heroes and monsters from that one.

So even though I have the majority of the monsters and heroes from 1st, I'm still getting these collections as well for the updated models (better looking and fit on the board better, I'm looking at your Crypt Dragons) and 2 bonus rumor quests for major campaigns.