I think we can't SET those heroes stats in game. We do can however, change them.
To change a hero's stats, we assign an upgrade to them and activate this upgrade via triggers.
1. At Object Editor, click on Upgrades. Create a custom upgrade here. (Note that all the stuffs you mentioned, with the exception of "Damage sides per Dice" can be upgraded here.)
2. When we're done, we need to assign this upgrade to the hero. At the Units tab, scroll down to the bottom at the right panel until you see Techtree - Upgrades Used. Assign the custom upgrade here. (We can create different upgrades by repeating Step 1 and then assigning them to the hero)
3. Finally, we need this trigger that you mentioned. In this example I will give those stats to the hero when he becomes level 2. So we create new trigger, set Events to "A unit Gains a level" and Conditions to "Hero level of Triggering unit Equal to 2" and "Unit-type of Triggering unit Equal to
YourHero". At the Actions part, go to Player - Set Current Research Level.
"Set the current research level of AssignedTech to 1 for owner of Triggering unit"
4. For the last part, in case we want this trigger to activate multiple times, with each time increasing the hero's stats further, just create our custom upgrade with more than one level, and assign them at the Action part of our triggers with:
""Set the current research level of AssignedTech to current research level of AssignedTech for owner of Triggering unit + 1 for owner of Triggering unit"
Hope this is what you are looking for?