Session replay is an add-on feature for paying customers only. You may try the feature for free for 14 days or 10,000 sessions (whichever comes first), after which you must contact Sales to continue use.
If your users are using a newer version of Chrome (versions 90+), Heap will be able to render the heatmap correctly for websites that use a Shadow DOM.
Heatmaps uses static page content to create a background image, which presents challenges with the Shadow DOM, because in most cases a Shadow DOM is generated by Javascript after the page loads.
Google Chrome 90+ introduced the support for Declarative Shadow DOM, which makes it possible to capture the content snapshot including Shadow DOM without using Javascript.