However you land the heavy, parry, interupting an attack, hitting through a block etc, will remove aegis. You need 2 hits though so if your heavy only has one hit, say venom, you will have to do it again. If your heavy has multiple hits, say hyperion, you are good to go.
Comments
If that is the case - then no, attacking into a Heavy Attack or a Special do not count as an Intercept - only attacking into their dash.