Welcome, Marlak!
This should be posted in the EB technical support and help subforum, not the gameplay guides. I'm sorry that I personally can't help, but I can tell you that the heavy infantry should be used as anti cav if they're fast and weak as infantry. Check their stats to see if they're actually that weak, and if they are, use them in the way I said or to flank (seeing as you said they're quite fast).
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