Multiple people including me confirmed that 2018 ZR2 is missing wire to power heated wheel. But you said it’s there in yours. Sounds like it is not.
His fuse is there and it has power to it. The connector is there on the steering column for the heat to the steering wheel airbag coil. My 2018 Z71 had all of this and my heated wheel conversion works but his ZR2 does not. We are going to get it working but it will take investigation. It was raining last Saturday morning when we were working on it. I have no idea why it works on one 2018 Colorado but not on another 2018.