Any time
I agree about the order of Normal>Heroic>Epic actions, but I believe that realism overrules all of it in cases that lack a clear cut answer like this. Besides if he thinks that Epic Sacrifice overrules a Heroic Duel, how would it work if it was an Epic Duel? The entire context of the rules in this book is meant to make the game as realistic as possible. They're taking examples from the movies and books to make the rules feel as authentic as possible.
Boromir vs. Uruk Hai (Epic Sacrifice)
Aragorn vs. Lurtz (Heroic/Epic Duel)
Legolas + crazy bow skills (Epic Shot)
etc.
So in a case like this it kind of seems like saying "The way I want to use this Epic action would not work realistically in any way whatsoever, but the rules don't expressly forbid it" (not referring to you specifically just saying I as a figure of speech) IE a hero is killed dueling another hero before their formations fight, but somehow, despite being dead, he is still going to take the hits for his formation. Epic Sacrifice is not a spell he's casting on his formation (in which case I would agree that it would last till the end of the phase whether he was dead or not) but it's not. He's literally taking the hits FOR his formation which is why he's removed at the end of the phase. Unless they want to prop him up and use his body as a shield he won't be saving anyone.
Same thing with Epic Defence or Rage. The only reason those blokes get those bonuses is because the hero is there. Either he's telling them to clean up the line and look sharp (Epic Defense) or he's making some kind of speech like Braveheart to get his dudes all [word deleted] off (Epic Rage) If he gets jacked why would his men retain that bonus? If anything there should be a penalty to the formation because they just saw their leader get pasted.
Just my thoughts.