You have to create a Game Cache at the the end of the map 1, and store there your hero. Then, in the map 2, load your hero from the cache. If you make the triggers correctly, your hero in the map 2 should have the same level, the same experience, and the same items he had in the previous map. Remember that if your hero or your items are custom ones, both maps must have in their respective Object Editors the hero and all the items.
You can check the maps of the bonus orc campaign that blizzard put in TFT, there you have a good and easy example (that's how I learned to do this).
Regards