Hashut's Blessing wrote:
You remove models from the command company last, but in the cavalry scenario, you wouldn't be forced to remove the Epic Hero until the grunt in the second formation died.
E.G.
4 cavalry models, command has captain and banner bearer, second has gandalf and rider of rohan.
Three hits = 1 death, you choose Gandalf or the Rider of Rohan (most people would choose the rider, not the wizard!).
So, you have three left, then take three hits next turn: Gandalf (or the rider if that's whom is left) dies, if still in the unit (otherwise, the normal rider that replaces him is killed).
Last company, 2 or more hits and the formation is gone.
As said, it is explained in the rules, but you don't HAVE to kill the Epic Hero before the normal guy in a company, however, casualties have to be taken from the same company until it is empty and the command company should be last.
This is inaccurate, the rules state that there can never be more epic heroes in a company than normal warriors. So in the above example, you would be forced to kill Gandalf before the rider. Page 68, second paragraph under "Fielding Epic Heroes"
As for the original question, while it would certainly make sense that you would have to take from the command company last, I can not find any rule in the book stating you that you have to.