Generally, heat treatments are done in “natural gemstone” but heat treated “synthetic gemstone” are also available in market. Since your blue sapphire is said to be heat treated so it should not be synthetic but this should not be taken as confirmatory. Only a gemological lab or expert in gemological field can ascertain whether your stone is natural or synthetic after instrument testings.
“Rule of Thumb” – If a gemstone is very clean and price is very low then chances are that the stone is synthetic / fake.