So can you add players during a campaign? Can't find any rules for it.

Yes, but for each new hero you introduce with the new player(s) you still get the +1 to the starting threat.

I don't think there's any balance issue with adding an entirely new player, though they wouldn't have any burdens or boons from past schemes you've already done.

The +1 to starting threat is only for a hero being replaced due to ending in the discard pile or by player choice. I don't see where the rules mandate +1 for adding a new hero without removing an old one.

If you want to add a new heroes (to play it instead of a dead hero, or just because you want to change) you should have a +1 threat, unless you do it in one of the break of the campaign (where campaigns cards specifically say you can change without +1 penalty).

Adding or removing players are not really planned by the campaign rules. But precedent discussion and ruling tend to say that you can add or remove players (and so, their heroes) without suffering any threat penalties.

Do whatever works best for you and your fellow gamers.

Thanks