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Question:

If a daemons player has a unit of heralds of tzeentch, can he break up the unit and have them enter other units individually?

Yes if they have the Independent Character Special Rule. The Independent Character rule is specific to the model and allows the model to leave any unit it is part of and either join another unit or become its own unit.

Yea. If the IC loses it's IC special rule, it specifically says so.

For example, in the Heralds of the Great Wolf formation,
It says that 'all models in the formation lose the Independent Character' special rule.

For them, they would not be able to break up.

They're never really a single unit (unless you start them that way at the start of the game or join them during the game) if you're referring to the 'Heralds of Chaos' section of the codex. The 'Heralds of Chaos' section on page 94 of the codex simply allows you to purchase upto four Heralds in a detachment at the cost of a single Force Organization Chart slot. It does not make them a single unit any more than a Tactical Squad and its Rhino transport would be a single unit. They both use the same slot, but they're separate units.

 Ghaz wrote:
They're never really a single unit (unless you start them that way at the start of the game or join them during the game) if you're referring to the 'Heralds of Chaos' section of the codex. The 'Heralds of Chaos' section on page 94 of the codex simply allows you to purchase upto four Heralds in a detachment at the cost of a single Force Organization Chart slot. It does not make them a single unit any more than a Tactical Squad and its Rhino transport would be a single unit. They both use the same slot, but they're separate units.

Or the squads in an Imperial Guard Platoon, either.

Thanks guys!