is there any word on how/if your heros can carry over from one play through to the next on a grander scale then the 3 scenarios that are linked?
The most recent info of this kind is several months old but Brian indicated they wanted to add another level of quest called "Myth" level that allows your character to progress from story to story.
have they released an alpha version of the rules yet?
See link above. We may be getting a PDF of the official rules from the base game in the near future. It was asked here on BGG and he indicated it was something they could do. Maybe a Christmas present.