While this sounds like a fairly straightforward trophy, there are a few things you need to keep in mind to keep all your heroes alive until the end.
Here is a list of things you need to have done in each chapter to be able to get this trophy.
Chapter 1 & 2 - The Bounty Hunter and the Pigman have nothing special you need to do. As long as you complete their journey’s they’ll be ready to be taken to the temple at the end. There is something optional with the Pigman, but we’ll go over that for chapter 5.
Chapter 3 - The Protector has the option of becoming a Wiindigo in his journey. This happens if you do the greedy things like selling the sheriff’s badge, selling the titles to the people’s land and not accepting the truce. As long as he does not turn into the Wiindigo at the end you can still get this trophy but there is something we need to do in Chapter 5.
Chapter 4 - At the end of the Werewolf you have the option of activating or destroying the blood moon. You need to destroy the blood moon otherwise everyone will be hostile towards you in Chapter 5. I have not found a way to do this in Chapter 5 if you activate the Blood Moon because even if you sneak in to speak to him, he will be hostile and attack. If I find a way around this I’ll post an update in the pinned comment of this video.
Chapter 5 - Once you are tasked with bringing the old heroes to the Broken Steppe, you can immediately go and bring the Bounty Hunter. Talk to her at her house and she’ll meet you at the temple.
If you destroyed the blood moon the same will be for the werewolf. Talk to him at Absolution Hall and he’ll meet you there.
I’m not sure if this happens 100% of the time. But if you travel to Cedar Flat at all during Chapter 5 before this quest, there’s a chance that you’ll find that the Pigman has been strung up by the townsfolk and is going to be left for dead. You have to rescue him or he will die and you cannot bring him alive. I don’t believe there is a way of doing this without making the townsfolk angry at you as they will just keep standing there and watching. Make sure to save before attempting this. The best way I found to deal with this was to run up, release the Pigman and he’ll start fighting everyone. Quickly find a horse and steal it to run away out of town. Travel a small distance and then come back. The townsfolk will still be hostile to you but if you don’t fight back, you can either pay your fine or serve the time in jail. After that, you’ll find the Pigman in the jeweller's shop again (as long as he was alive when you ran away).
Lastly, the Protector. If you travel to the Thriving Place where he should be, speak to anyone there and they’ll say he went to Fort Glenn to help stop the mutiny. Once you arrive there you’ll find everyone is hostile and there’s no sign of the Protector. Work your way to the back corner where there are a bunch of graves and you’ll hear some banging. Turns out they buried the Protector alive so you need to dig him up. *IMPORTANT* If you leave this area without digging him up, he will die! So make sure to at least fight the enemies near the back corner and use a shovel to dig him out (the grave is marked with his name). Once freed he’ll leave and return back to the Thriving place where you can easily send him to the temple.
With all 4 at the temple alive, when you go back and interact with it, you’ll get the trophy.
Full visual rundown in the video below.