Does the " Heroic " special power protects you against the Ice Witches special power?
From the combined almanac on BGG:

Ice Witches by Andrew Capel A SPIDER’S WEB
Race Tokens: 5 (10 Max)
Power: Ice Witches collect 1 Winter marker for each Magic Souce (or Mystic Crystal Region) they control at the end of their Redeployment phase. At the end of their Redeployment phase, Ice Witches may place their Winter markers in their own Regions or any adjacent Region (there cannot be more than 1 Winter marker per Region, though). A Winter marker permanently augments the Region’s defense by 1. It remains on the board as long as the Ice Witches are active. Regions with a Winter marker that are not controlled by an Ice Witch earn 1 less Victory coin than usual.


Heroic SMALL WORLD
Race Tokens: 5
Power: At the end of your turn, place each of your 2 Heroes in 2 different Regions you occupy. These 2 Regions are immune to enemy conquests as well as to their Racial and Special Powers until your Heroes move. Your Heroes disappear when you go In Decline.

By my reading, I would say that the Ice Witches should not be able to place their Winter markers in a region containing a Hero. I could not find any specific ruling about the two, nor could I find any discussion about either Ice Witches or the Heroic power that would suggest otherwise.