Quoted from the Mordheim rulebook:
"You may buy additional equipment between battles,
but your warriors can only use the weapons and
armour listed in their warband entry. As they
accumulate experience and gain skills, Heroes may
learn to use weapons other than those initially
available to them."
"Weapons and armour purchased, swapped or taken
from storage for your warband must be of an
appropriate type for the warrior, as indicated by the
And for TLGT:
new Hero remains the same Henchman type (eg,
a Ghoul stays as a Ghoul)..."
Though a hero he/she will remain the same henchman type which in turn sets him/her to still use the henchman equipment list.
So its indeed the chosen of chaos skill that specificially allows using the hero equipment list. Alternatively you can learn weapons training/expert...
However, another opinion would be most welcome.