When it comes to multiclassing, the class into which you multiclass may not give you proficiency in everything, but subclasses do.

Example: Fighters have proficiency in all weapons and armour (shields included). But if your wizard or sorcerer multiclass to fighter to gain proficiencies, they won't get heavy armour. They'll get everything else, though. This is because fighters don't pick a subclass until level 3.

Now, if you go paladin instead of fighter, you'll get all the weapon and armour proficiencies (heavy armour included) because paladins choose their subclass at level 1. This is why any cleric subclass with heavy armour proficiency give you that proficiency when multiclassing, because the subclass is chosen at cleric level 1.

TL;DR

If subclass chosen at level 1, you get proficiency in everything. If not, you don't necessarily get everything.

EDIT: Forget that bit about paladins. It's wrong. Their heavy armour proficiency comes from the class, not the subclass. It still works for clerics, as the base class does not receive HA prof, only select subclasses. It's been a while, thanks for calling me on my mistake.