Well the SW are a bit different, so that they can have more heroes than usual. Anyway the space marines have:
Brother captain
Chaplain
Librarian
Apothecaries (minor, attachable)
While the space wolves have:
Wolf lord
Wolf priest - a chaplain+apothecary
Rune priest - librarian like
Iron priest (what does this guy currently?)
Just one more around. Unless you consider the lone wolves as minor heroes. Why can't they appear before the terminators? I don't think they are desirable when you get the latest squads in the late game but solitary terminators can be fun in the middle game as side kickers with the other heroes.
What I can see it's a little cluttering in the potential options for wolves, both in squads and vehicles
Bloodclaws, skyclaws, scouts, grey hunters, long fangs, wolf guard, terminator (wolf guard), terminator void claws, lone wolves. Hum. And the Fenrisian wolves. If you ever get a thunderwolf cavalry or a wulfen squad you have up to 12 squads.
This is why I suggested an optional evolution/replacement of the starting bloodclaws to the skyclaws. Then they don't overlap, as one type can replace the other one: they are the same guys with the same role but the second ones have a jetpack. You can save one slot for the future.
Another option is to ditch the wolfguard sternguard-like. You have two squads of wolf guard with the termies. And a third one would be the wolf riders.
Even another option is to merge the squads of terminators to have a mix of melee and ranged, probably a larger squad, and keep the non terminator wolfguard. In this case I would give them better upgrades. They currently are versatile but they are relying on the same vanilla pack of upgrades that either are provided by the grey hunters or the long fangs. The most advanced model of Sternguard have more types of weapons to pick from.
We don't have a fancy dreadnought yet. I have seen a venerable dn which hasn't been much used that could fit really good. It has a nice pose almost feral and it has parchments that could be easily textured into wolf pelts. Do you remember this model?
Other models could be used in lieu of the current ones. I have yet to work on something to use for the bloodclaws but for the skyclaws I'd suggest to have a model of assault marine which has the same pose as the codex raptors, you know, with the knees bent waiting to jump. I'd say I have seen it somewhere. Not super necessary but everything is about little details.