I made a BTC withdrawl from the HEAT exchange on Friday and now it's tuesday and I still have not received my BTC.
I can imagine that this gives a frustrating experience to you. Usually I would give you the usual answer like: withdrawals are processed manually, about once per day and a bit less in the weekends. This manual step is a safety precaution in case of potential security or stability issues, thus needed as it could otherwise put quite some funds at risk.
In the current case however, be aware that unfortunately there are some instabilities on the blockchain at the moment, caused by an older bug which should be fixed with the next (2.5.0) release, which is in testing at the moment by the devs (no ETA yet). It might be that the issue will resolve itself, but that requires all nodes to reject the invalid transaction caused by the bug and so far this was not succesful.
You'd be best off by contacting Svante himself here by sending him a PM (Eliphaz Fimk) or join us on Discord, where you can discuss with the community but also with the devs and reach out to Svante directly as well. While the devs are truly busy, they can be very helpful hence I am sure that they will in the end help you out as well.