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.
Session replay is for Web only. Native mobile (Android, iOS) session replay is not currently supported but is on our roadmap.
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.
Check out this community post to learn more about using a Shadow DOM with Heap.