make sure u don't have any source of cold dmg or "rest in peace" stuff on your or your merc's gear ( e.g. no forti ( use treachery, its better anyway), no nature's peace) also if your using mephistos u have a chance of casting blizzard when struck, i noticed when the herald was "blue" during the kill, i couldn't hork him afterwards, and i horked more than 500 heralds in the last weeks.
The hotfix didn't change anything with the horking of heralds, at least not for me, it's still working like it always has. Sometimes however i feel like the herald maybe died on a spot where it didn't leave a corpse (stairs, or inside a chest etc), in addition to that usually u only have like a 75% chance for a successful hork.
But in general horking heralds is the way to go, almost half our sunders came from horking, specifically the ones from t1-t3 heralds.