Can't have more than 4 heroes in an army?

you can't, really?  i'm sure i've had more than that before.

are you sure you've upgraded your maximum army size through research ?

Military Resceah, if you see some sort of amry rank, that is upgrade, allow you to had more space in army, but on civil reseach, there is army rank is for trained troop, more troop in a units, it's not allow you to had more units in army's space but allow you to had more troop in a unit..., rather than army's space...

You can.  Look under both the Civics and Military research trees.  There are techs you can study that will raise the size of a stack.

Note, though, the stack size is for *all* units in it.  So if you have a limit of, say, 6 units to a stack and include a fire elemental, you can only add 5 champions.

Bonus comment - they will level VERY SLOWLY.

Every now and then my heroes all end up in the same area except for maybe a lucky one or two with 5 or 6 moves who explore the map, and they all pile on for quest turn-ins; then disperse back to their regular tasks.

There are some stacks you simply can't take on with one or two champions, unless they're incredibly advanced.  Of course, if a person wants to produce hero pate and attack the bosses in the Wildlands, who are we to say they shouldn't?