Can the difficulty level be changed during gameplay?

Is it possible to change the difficulty level during gameplay: Warrior, Veteran, and Hero? I'm playing the first campaign, and I felt it was too easy, so I started with the "Warrior" difficulty. I went to the main menu, decided to change the difficulty, set it to "Hero," and reloaded the game from the beginning of the campaign mission. However, the number of creatures opposing me didn't increase, which is strange. Although the main menu shows the "Hero" difficulty. Do you know why this is happening, and is it even possible to change the difficulty during a campaign?