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● If a warrior-class character bearing a weapon-class enhancement is converted, the weapon class enhancement is automatically converted with the character. It converts to the same brigade and remains on the character.
Converted characters are converted to the brigade color of the card with the convert ability.
Multicolor is not a specific color and cannot be used as a resultant brigade.
As for a multi-brigade convert, there is currently none to my knowledge, and likely will not be. However, if there was a way to add a brigade to an existing enhancement somehow, then I would rule it the same as above: controller of convert chooses which brigade.
As for Roman Jailer, I would rule that it converts to either brigade of the controller of TRJs choice.
I'd prefer it to be both. "Weapons convert to the brigades of the new Hero" is simpler than " weapons convert to a brigade of the new Hero, owner's choice" and both are fine for gameplay.