The rules don't explain what happens with hero tokens and ties with threat. Do both players unit or how does this work out?

Probably you need to look on victory points. Chaos power with higher VP will be hit by heros. I case of draw here I will follow standard order Khorne....

There can be no ties in threat. Each counting number is only used on one dial, so no 2 dials can ever show the same number.

This was asked on BGG and I beleive what the OP was asking here. Regardless, official word back from FFG:

Hero tokens remain on the board even after taking out a unit.

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