Bazooka Joe has the Black Ops special rule that allows him to be given a free order during the command phase. The Black Ops rule is not listed as a "Shared" rule, so it is not normally given to any solider unit he joins. Heroes become part of a squad when joined, so they can't independently receive orders anymore.
Shared - "If at least one miniature in a unit(including Heroes) has a shared ability, the entire unit is considered to have the ability.
Black Ops - "During the command phase, units with the Black Ops ability may be issued an order for free. In addition the unit may be issued an order regardless of its position on the battlefield"
When a hero is attached to a unit they are treated as part of that unit. Any unit he is attached to wouldn't have the Black Ops ability on it's own.
Does this mean that Joe loses his Black Ops special ability while he leads a squad?