Can a Hero Event be used on another Hero player?
Yes, Hero Events may be used on any hero unless they state otherwise. The rules specifically point this out:

Events (Gold bordered) are taken into the player’s hand and kept secret from the Zombies. They can be strategically played on any Hero to give them an edge or save them from a grizzly fate. (page 4)
Note that Events are not associated with any one Hero, but instead are held by the player to be used whenever is appropriate (some cards are listed as Play Immediately. These cards often have an effect that is used for the Hero currently taking their turn). (page 11)