How can I add a hero to the second legion too?

Each Legion that you unlock has a research tree in the institute. The first item on each one is Hero Appointment and is needed to unlock the first hero slot to add a hero into. Further research is then needed to reach the hero co-operation item that unlocks the second slot and then finally the last slot by reaching the hero command item. These need to be done for each legion individually.

1st Hero available after Researching [ Hero Appointment ]