I hypothesize humanity has an inherently tiered status structure. I believe the ranks go as follows:
However, some are above the law, and some are merely equal to the law, so I think I need to add a rank:
Although heroes don't necessarily tell anyone else what to do, a lord cannot tell a hero what to do, as a matter of brute physical fact. It's not a moral thing, it's just impossible.
Lords are not exactly above the law, per se. They implement the law, and as such are of exactly equal rank to the law. It's like a neighbour they can negotiate with. Often they can negotiate their whims into legality, but they do have to carry out the negotiation. They have to respect the results of competing lords' negotiations.
By contrast, the hero shares with the criminal a complete disregard for human law. The criminal is basically someone so stupid they think they're a hero and can get away with lawbreaking. Real heroes genuinely do get away with it, one way or another. The law doesn't apply to them because they overpower, bamboozle, or hack the enforcers.
E.g. if a hero wants someone dead, they end up dead. Perhaps they end up dead in a perfectly legal manner, such as from natural causes or executed by the allegedly legitimate authorities. Perhaps it merely appears perfectly legal, because the methods are so far beyond the witnesses and investigators it doesn't even occur to them as a possibility, or the hero casually mind-controls anyone who interrogates them. Perhaps they're viciously murdered in hot blood but anyone who says as much in the form of an accusation also ends up buried in multiple places. In any case, the law simply doesn't apply to them: nobody but another hero can stop them from deading anyone they want dead, and heroes are so rare that even in the unlikely event that they encounter a second, their interests are unlikely to conflict. The whims of a hero are law. It's not a moral thing, it's just brute physical fact.
Sometimes a hero will even end up in jail (or your historical equivalent) for a variety of reasons, but this won't be a noticeable setback for them in the grand scheme of their scheming.
The only thing the law can do is force the hero to be dishonourable. If it's cheaper to hide their activities, they are going to be hidden, and thus make themselves even more unmanageable by the society at large. The only way to control a hero is to humble yourself before them, admit their overwhelming dominance, and hope they value things like respect enough to make concessions. Otherwise, what they want will happen, generally with no warning, and you won't even know a hero was involved let alone directly responsible.
P.S. In real life there's nothing stopping a hero from being utterly evil, aside from the fact being evil is pretty dumb and you can't be a hero and dumb at the same time.