Documents mentioned in the video: Page Targeting for Heatmaps
Solution: In order to track all pages within your site using Heatmaps, you would need to create multiple Heatmaps.
Using the targeting rules "simple" and "exact" are ideal for targeting one page at a time. While targeting rules such as "contains", "starts with" "ends with" and "regular expressions" are for targeting multiple pages that share the same template (for example, product pages or blog posts). With Events you can trigger the Heatmap when a user takes a certain action like clicking a button.
You can find more information about that here: Page Targeting Explained for Heatmaps.
Continuous Heatmaps behave differently
If you're using Continuous Heatmaps, you will have the option to filter your Continuous Heatmaps based on URL, rather than having a list of existing Heatmap reports. This is because Continuous Heatmaps are generated on-demand, rather than being stored as snapshots. Learn more about Continuous Heatmaps.