The verdict
If your question is a number, such as where users drop off or which behaviour predicts retention, I'd pick Heap. If a funnel has stalled and the numbers do not explain it, I'd pick Hotjar. I adopted Hotjar in 2014 and it is still in my toolkit, because watching a handful of recordings usually shows the next fix. Hotjar is page-level and does not replace event analytics. Heap has more depth for a product but needs clear event names and owners. For a small team with a marketing website, start with Hotjar. For a software product, start with Heap.