Big questions here and not entirely easy to answer.
I’m pretty confident that Brandon the Builder was the Last Hero who made contact with the Children of the Forest, won the Battle for the Dawn, and built both Winterfell and the Wall.
Given the distances between the Wall and the fortress-cities of the Patrimony of Hyrkoon and the Five Forts of Yi-Ti, my guess is that Brandon wasn’t also Hyrkoon the Hero, or the woman with the monkey tail. I would guess that, rather, we have a bit of a “dragon has three heads” situation where there were multiple heroes in multiple regions.
This would explain how it is that Jon Snow and Dany both have key aspects of Azor Ahai/Prince Who Was Promised going on – it takes three heroes to save the world.