this may or may not work, but it's too complicated for a comment.
hepthesis.cls does some fancy tinkering with
%% Environment for the thesis main body
it seems to me that since
\@oldmainmatter already sets the page
\arabic, it should be possible to just comment out the line
hepthesis definition since it should already be there, with better timing.
(i haven't tried this, so it's not guaranteed, but i think it's a reasonable analysis.
and if it doesn't work, i'll be happy to delete this answer.)