This is just a speculation thread. As the title says, I'm going to talk about at what point in the games the heroes join your forces. Mind you, this is full of headcanon, and may contradict the games.
KR:
Gerald: This one's pretty easy to figure out. He looks very similar to the Holy Order knights, so he must be one, which means he joins alongside the Holy Order at The Citadel.
Alleria: This one follows the game, and so she joins at Silveroak Forest.
Malik: Since you rescued him back in Origins, I'd figure he's already in from the beginning.
Bolin: This one also follows the game, and so he joins at Icewind Pass.
Magnus: He's a purple mage, and one of his skills is called Arcane Storm. It's safe to assume he's an arcane wizard, and so he must've joined alongside his tower counterparts at The Citadel.
Ignus: Again, follows the game. Joins at Forsaken Valley.
Denas: This one also follows the game, but with an interesting explanation. I'd assume he joins the campaign at The Citadel, but only decides to join the fight at The Dark Tower to face his old friend.
Ingvar: This one's a no-brainer. Ingvar looks like a barbarian, and the Barbarian Hall is unlocked at Icewind Pass, which means he's bringing his people along with him.
Elora: This one's a bit vague for me. I'd assume she joins at one of the snow levels. Either she joins at Icewind Pass (going by my headcanon that she is Ingvar's possessed dead lover, and Ingvar joins at Icewind Pass) or Stormcloud Temple (you unlock the Sorcerer Mage there, and one of their abilities is to summon an elemental. It's not hard to assume that if Elora is not Ingvar's dead lover, at least she could be an ice elemental).
Oni: He's a demon samurai out for revenge, presumably against the current ruler of the underworld, Moloch. Thus, he could've joined at the Pit of Fire.
Thor: Another difficult one, but I'd assume it takes a divine intervention to kill a demon lord. Thus, he could've joined alongside Oni at the Pit of Fire.
Hacksaw: This is the wildcard here. I got nothing. He's too out of place. If I really want to push it, he could've joined at Rotten Forest, since his mech is equipped with lumbering utilities.
KRF:
Alric: This one doesn't need much explanation. He joins from the get-go.
Mirage: Again, doesn't need much explanation. She joins at the Dunes of Despair, bringing the Assassins and the crossbows along with her.
Cronan: Going by my headcanon about the Spear Maidens being Cronan's wives, I'd assume he joins at Crimson Valley.
Bruxa: This one follows the mobile game, and so she joins at Snapvine Bridge, bringing the axethrowers along with her.
Blackthorne: This one is an interesting case. I believe he's helping at Buccaneer's Den as a one-time ally, and finally joins at Snapvine Bridge (probably after visiting and being coaxed by Bruxa, who is his old flame in my headcanon). I also believe he helps during the Rising Tides campaign.
Nivus: Another easy one. He probably joins at Nazeru's Gates alongside the Archmages.
Dierdre: This one takes a bit to figure out. She doesn't really match anything in the game. However, a healer is most likely to join from the beginning.
Grawl: He's got blue crystals in his body, and the only levels with the same blue crystals are The Dark Descent and Emberspike Depths. I'd assume he's created at one of those stages.
Sha'Tra: He's an alien, and the first signs of aliens in the game is at Lost Jungle. I'd assume he joins there, if only to hunt down his rival species, the Reapers.
Karkinos: He's both easy and difficult. Easy because he's a Bloodshell and Bloodshells enter the fray at Storm Atoll thus making it possible that he turns against his kind there, and difficult because I don't know where and when he got all cyborg'd thus I don't know if he could've joined at some other point.
Dante: Easy as pie. He joins at Bonesburg.
Boneheart: This takes a bit of creativity. It's obvious he joins at one of the horror levels, but I'd like to assume he joins at Dusk Chateau. In my headcanon, Boneheart is the reanimated bones of a dragon Vasile once slain to test/prove his vampiric powers.
Kutsao: He's a Chinese-themed hero, and nothing in the game has any Chinese theme. However, Chinese merchants are known to travel across the seas to open trading routes. Based on that, I'd assume he joins at Port Tortuga.
Saitam: His wiki profile says he's the guardian of his sanctuary, the Temple of Ethereal Evil. I'd assume the temple only got that name after the Reaper Queen takes over. The temple is unlocked after you beat Temple of Saqra, so I'd assume he joins there too.
Ashbite: I really don't know where to put this one. A fire dragon is as generic as you can get in a fantasy setting. He could've joined at any point.
Kahz: This one is even more difficult. TaTs said that he comes from the badlands across the desert. However, I just can't see him fitting in the game.
KRO:
Eridan: Like Alric, no need for explanation. He joins from the start.
Arivan: Again, no need for explanation. He joins at Redwood Stand.
Catha: Joins at Rockhenge.
Razz: Joins at Neverwonder, which houses the gnome village.
Lilith: A difficult one. I'd imagine she's the guardian of Elynie's Tear, and only sets out to destroy all evil because not only she failed to guard the tear, but also let it be corrupted. Thus, she joins at the Shrine of Elynie.
Reg'Son: It's hard to pinpoint since he's a twilight elf, but judging by his fighting style, I'd assume he's either training or trained by the Bladeslingers, which is unlocked at the Royal Gardens. Thus, he joins there.
Denas: I'd assume he joins after finding out what's going on in the elven nation, which is probably after Alleria flew to Linirea. Thus, he could've joined at Rockhenge.
Vez'Nan: Same with Denas.
Lynn: This one is interesting. TaTs once said she leads the twilight army during the main campaign. The corresponding enemy to her is the Twilight Avenger, which shows up first in The Crystal Lake. Thus, her first appearance could be there. However, after Baj'Nimen went cuckoo after the main campaign, she switches sides to kill him. Thus, she joins at Duskwood Outpost.
Bravebark: He's an Ent. Weirdwoods are also Ents, and they're unlocked at Neverwonder. Thus, he could've joined there.
Wilbur: Easy one. He's the only dwarf in an elf-centric game, and the only dwarf-related stuff is at the Forgotten Treasures campaign. Thus, he joins at Dwaraman Gates.
Durax: His wiki profile says that his homeland is tainted by the ogres, and the first instance of corrupted crystals is at Blood Quarry, so he must've joined there.
Xin: I don't know where to put him. Back in KRF, a Chinese-themed hero somewhat makes sense. Here, not so much.
Bruce: Same case with Xin, except instead of Chinese, he's a werelion.
Faustus: If the Dragon Throne becomes a campaign, then I could easily put him there. Until then, I don't know where to put him.
Phoenix: Again, generic stuff. I don't know where a firebird could fit here.