Sorry Richard, I misunderstood.
Doubtless the odd noble Herul would be armoured but the vast majority of the warriors would not be; heavy cavalry in my world means formed bodies that will charge and melee as a unit, not that they are necessarily heavily armoured.
Whilst the Herules came from north of the Black Sea and were 'skythian' by decent I doubt that by the mid-late 4thC they acted as steppe type lance and bow cavalry, and almost certainly not in the 5th and 6thC (this is based on no mention of the tactic being used in the very few Herul reference to my knowledge).
There are some interesting discussions on Roman Army Talk specifically about steppe type cavalry and their subsequent movement to the west:
http://www.romanarmytalk.com/thread-23643.htmlor here on the Roxolani and Iazyges:
http://www.romanarmytalk.com/thread-22006.htmland there is this thread on the origins of the Alani:
http://www.romanarmytalk.com/rat/thread-25332.html?highlight=alani