Not sure where it says so, as I don't have my rulebook on hand at the moment, but I'm 99% certain that independant characters count as a seperate unit for the purposes of calculating victory points, including first blood. For example, in the purge the alien mission, killing a
tac squad and your warlord right away would give you 4 victory points. One for first blood, one for the squad, one for the independant character, and one for slay the warlord. If I am wrong, please correct me, as this is how me and my friends have been playing it.