[Edi]

The heroes are in the DB. If you autofilter by unique status and then look at the special column at the end, it will say which nation the hero belongs to, though there might be some mistakes there.

Endoperez also has some sort of list of heroes, so you can take a look at them. Generally, few nations have heroes good enough that you should take luck scale just on their account. Even then, early game is usually when the heroes (especially some of them) can have an impact. Having the Blood Marshal show up on Turn 2 when playing LA Ulm is really sweet, for example, while getting Hierogallus the Hero as Pythium is more 'bleh' than anything else.