I’ve only seen one piece of Heliodor cut and it was indeed yello/golden as you described above. That said, Heliodor is really in the Beryl family, and Beryl is heat sensitive… But that shouldn’t be the cause of your color change.
I did find this quote on-line: “Originally the term “Heliodor” was coined as a trade name for greenish yellow Beryls from Namibia. Today it is widely used to describe all yellow or greenish yellow Beryls.”
Here’s the source: https://www.edelsteine.at/en/glossaries/lexicon/beryl/