You won't need mana potions as heimdallr early. Health pots are the way to go because you want to be able to sustain lane until you get your first item. Don't try to aggressively trade early unless you can guarantee winning the trade with an aggressive support. Communicate with your support so you don't end up getting caught. You suffer on movement, but it gets better. If you get early kills and snowball, you're basically unstoppable. Late game Heimdallr hits like a truck.
After this you'll want to rush in the right order. If you get confused, you buy Devourer's Gauntlet, then a Wind Demon, then Rage, Then either Poisoned Star or Shadowsteel depending on what you need. Poisoned is default, only take Shadowsteel Star if you need to stump an enemy's healing. Your last item is going to be Diamond Arrow for its raw damage and the attack speed buff off minion kills.
Full build with Potion of Power and Elixir of Power you have a basic attack damage of about 753 not including your 100% crit chance. Most squishy targets will die in two or three hits, and even without the armor piercing of other builds, you slap tanks around like they're wet noodles.
In late game, you're going to be playing as aggressive as possible if your team can keep up. Know who to take out of the fight with your Ultimate, sometimes it's better to use it to get someone out of the way than to go for a easy kill. Know how to whip your mouse once you connect your ultimate so you can throw the enemy into YOUR team. You can turn your camera while ulting so don't worry about having to go too fast
Gilded Arrow
PASSIVE - Every 10s the highest health enemy minion or jungle monster within 80 units of you is marked. If you secure the killing blow on that target you gain 4 bonus gold and 25% attack speed for 8s, and restore 30 Mana. Can be upgraded at level 20.
Y10 Spiked Gauntlet
Healing Potion
This consumable heals 250 Health over 25 seconds.
Healing Potion
This consumable heals 250 Health over 25 seconds.
Healing Potion
This consumable heals 250 Health over 25 seconds.
Healing Potion
This consumable heals 250 Health over 25 seconds.
Y10 Evolved Devourer's Gauntlet
Demon Blade
PASSIVE - Your Critical Hits provide you with 10% Physical Penetration for 4s.
Rage
PASSIVE - Killing or getting an assist on an enemy god gives you 1 stack. Each stack provides 2% Critical Strike Chance and 3 Physical Power. Stacks are permanent and stack up to 5 times.
Poisoned Star
PASSIVE - Critical hits on enemy gods afflict them with poison for 2s. This poison slows them by 10% and reduces their damage output by 15%.
Deathbringer
PASSIVE - Critical Strike bonus damage dealt is increased by 25%.
Diamond Arrow
PASSIVE - When you kill an enemy you gain 7 gold and 25% Attack Speed for 8s. This can stack up to 3 times. If you kill an enemy god you gain 3 stacks and 21 gold immediately.
Diamond Arrow
PASSIVE - When you kill an enemy you gain 7 gold and 25% Attack Speed for 8s. This can stack up to 3 times. If you kill an enemy god you gain 3 stacks and 21 gold immediately.
Y10 Evolved Devourer's Gauntlet
Demon Blade
PASSIVE - Your Critical Hits provide you with 10% Physical Penetration for 4s.
Evolved Rage
Poisoned Star
PASSIVE - Critical hits on enemy gods afflict them with poison for 2s. This poison slows them by 10% and reduces their damage output by 15%.
Deathbringer
PASSIVE - Critical Strike bonus damage dealt is increased by 25%.
Elixir of Power
This consumable increases your Magical and Physical Power by 25%, increases damage done to Structures by 25%, and grants 10% Penetration for 6 minutes. This effect persists through death.
Potion of Power
This consumable increases your Physical Power by 40, Magical Power by 70 and Penetration by 10 for 5 minutes or until you are killed.
I usually run lane clear regardless of what my matchup is, but everyone has their preferences. If you're going to be playing super passive and want to get back to lane early, grab your Bifrost and drop the first end of it right outside of the fountain circle so you can stand in fountain when you use it. You have to set up your second Bifrost at your turret, preferably back near the end of the circle closer to your base so your cooldown is shorter. Because your Bifrost is in fountain, you'll still get the leaving fountain movespeed buff, which makes up for your positioning in lane for your bifrost.
Bifrost is also a VERY good escape option if you feel you're being overwhelmed. If you have Aegis and Beads and know you're going to get jumped, drop the Bifrost on top of yourself, stand still and use your beads and aegis as needed. If you have both, you're guaranteed to be able to portal out of that situation.
I usually level Bifrost last, but the cooldown gets stupid low with the higher levels, down to about 40 seconds between each use at max rank, and up to about 194 seconds per use at rank 1.
The Gjallarhorn isn't just a damage item. There's a circle that shows up around you that can knock people up. I usually save Gjallarhorn if I'm going to be getting aggressive, walking at my enemy while blowing it and knocking them up to guarantee an auto attack after. If you're getting jumped by an assassin, you can also quick tap Gjallarhorn by activating it and immediately cancelling it. On PC, you just right click as soon as you cast it. This guarantees you don't lose movement and get a good knockup. If the assassin is slow and used their jumps on you already, you're out scott free.
Don't be afraid to be aggressive with your spells late game. Position your Piercing Sight on Jungle gank spots in lane so you can watch the jungle where there isn't a ward. The sword stays out for like 10 seconds before it despawns, and you can cast it at basically infinite range, the only limit being how far you walk. Just be careful, the farther you get, the longer it takes to fly to that location.