Another point to consider - MN is cleric class, which means she can mana shield. Can’t tell you how many times I’ve fired my Onatel at her to slow down her revive until I can get tiles to reach her consistently, and she just laughs it off. Really frustrating. Heimdall is a defensive monster, especially with paladin class, but as such, he seems to me better suited to the flanks or even tank, while MN should have your left wing position on lock-down for maximum annoyance. I have Heimdall, and he’s great. I don’t have MN, but I think she’s better.
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I see.
Based on this I’d go for MN.
But as people have also mentioned I suppose the right answer is to ascend both sooner or later 
I would go Heimdall only if you need pure tank badly.
If that aint the case, MN for sure.
I use Heimdall quite a lot (pulled him with tokens), especially because he is my only hero with overheal which allows me to survive the hard levels of some event and campaigns.
But I also got MN from the HA, but not bothered to level her up yet (I do have Santa sitting at 3/70)
I guess I should level up her as well. Just don’t know where to start, I have Kara, cIsarnia, cMarjana and Proteus waiting to be levelled up (I have all the mats for them) and I’m having trouble with the last stages of epic events, rare and legendary are not an issue.
My current healers are: cVivica, Heimdall(LB), Rafaelle, Guinevere, cBoldtusk, cRigard (LB), also Kiril and Gandalf, but those are too weak (don’t have their costume), maybe one day I will get Purple and Red 5* healers to make it complete.
There are better healers, but since I’m F2P I’m quite happy with what I have.
If it’s finishing epic events that is your priority then proteus.