Heat death doesn’t mean “no heat” or that energy has depleted. It just means that energy is fully dispersed. All kg the hear exists, it’s just that no one place has any more than anywhere else, and so there is no longer any transfer of energy.
The Second Law is a statistical law, not an absolute law. On long enough timescales, low-probability fluctuations in local entropy will allow for energy transfer. These fluctuations will also allow for the formation of structures. (Boltzmann himself was of the opinion that the low-entropy universe emerged from a higher-entropy background state. And indeed there's nothing in physics to rule out the emergence of Boltzmann Brains and even Boltzmann Galaxies from homogeneous and maximally entropic universes in "heat death." This is a philosophical problem of the highest order, because it implies that we're not necessarily going from "less likely to more likely states" as the video implies, but rather from a relatively deterministic state to a probabilistic state.)
