On the "Snowhope" level of "My Pet Dungeon" I noticed that the heroes had disappeared. After restarting the level and trying again I noticed that my imps would bring units to imprison in enemy prisons even when not mine. I also noticed a vampire or lich teleport into the prison cell from across the map and eat the hero.
It appears that the game treats the enemy prisons as my own and if there are units that eat prisoners on my team, the enemies team, and possibly ones in the process of being converted, they eat the neutral hero units and make the "Rescue the 6 heroes from prison" achievement impossible.
Customer support service by UserEcho