Today, for a very short time, a News was online including upcoming events regarding Horus Heresy. More important the rules were announced and they are still available on the support page.

In the combat example on page 29, during the fourth iteration, it states that the Fabricator General receives 2 points of damage from a Thunderhawk Bombardment.

Later on, under the section Thunderhawk Bombardment it states that "Thunderhawk bombardment damage never affects Heroes.

Is the example incorrect?

Yes, it seems it is incorrect. As the combat card explicitely says to "resolve a Thunderhawk bombardment", this bombardment could not wound a hero like any other Thunderhawk bombardment.

This is a really good step taken by ffg, more free rules, so we know what we get and also discover strangeness quickly.