TLDR; nobody loses heroes
In raids, it would be nice if you could get a very low chance of capturing a hero from your opponent after a win. The hero is only a copy, the opponent doesn’t even hear about it.
Captured heroes go in the inventory, in a new section like the “troops” tab.
You can train from them (with the usual 25% special attack bonus for same hero), you can ransom them for materials or for a price you could recruit them in your roster.