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You'll need Heroes of the Blitzkreig to use HeP.
I would start with Heroes of the Gap if you desire modern combat and for all the reasons I mention above.
then decide what to do about WWII. HoB then becomes a natural choice as you can get it and try WWII, and still expand into HeP later for more modern tank busting, bomb drop, M60 firing, Spetnatz killing fun.....phew... just saying.
.....dont believe me????? take some Downtime: