New to WH hero question

I mostly have read the books looking at the glitz and glamour of the lord and heroes but how easy is to kill them? Do you they usually die to another hero or a rare? Seems from the rules it's hard for a core or special to wound them. Seems they'd be dead after a miss.

Example: Hunter on a stonehorn. He must be something another "expense" unit has to deal with?

Nah, you can take on big characters and monsters with core blocks, it may take a while, but you can get it done. The trick is to use units which have the greatest chance of success, for example, for a stonehorn hunter, a unit with great weapons might be your best bet. And always remember that magic is a great way to improve your chances, even spearmen with mindrazor on them can handle monsters quickly.