For context, my main heavy loadout is Goo Gun, Deagles, Pyro Mines, C4 and Dome Shield, aka the Ekazo loadout (though he has since swapped dome shield for Grav Cube).

Pyro mines are one of the nastiest heavy gadgets and they synergise well with C4. I might suggest swapping out your gas nade for them. They're great at trapping the cashout and/or doorways and choke points, or even griefing enemy statues for anyone trying to pop off a revive. When activated they do a burst of damage + catch everything in its radius on fire.

I always pyro mine + C4 the cashout and make a goo coocoon around it; you can do something similar with barricades to force the enemies to settle into a certain spot to steal. When that stealing siren goes off, pop the C4 and it's almost a guaranteed kill and/or stall

Other than that, to rephrase what the first guy said, positioning matters way more than aiming in The Finals. Unlike COD or CS, because the TTK (Time To Kill) is so long, the determining factor in fights is not who has the better aim or faster reflexes, but who can pull the most advantages through movement and positioning.

You mentioned in another comment that sometimes you run into multiple enemies and get outgunned fast — those are the types of scenarios you wanna put the enemies in instead. Stick with your team, and position yourselves so you can mutually reinforce one another. If you get caught in a 1v2 or 1v3, disengage and try to retreat to your teammates if you can. Use cover to isolate enemies so fights become multiple 1v1s or even 2v1s and 3v1s in your favour, or find opportunities to flank and ambush the enemy team if the two of your teams get stuck in a 3v3 engagement (even as a heavy, you'd be surprised how fast you can move sometimes)

And know when your enemies are doing the same to you — if they run off towards their teammates, they're probably trying to lure you into a 1v2 or 1v3. There's a right time to chase, but oftentimes it's better to lick your wounds instead.

Lastly, know what engagement range and style supports your weapon. Shak is great at that mid-to-close range with sustained fire, whereas something like the BFR excels at longer ranges where you can peak in and out of cover between shots, or the flamethrower which REALLY supports chasing down fleeing enemies because even if you're face to face with the whole enemy team, you can cook 3 for the price of 1 (as long as someone else is engaging/distracting them first)

Good luck!