I didn't get an email when you replied, but have asked for notification of replies to this post.
Anyway, my process is exactly as described, there is no image involved except the "default one" presented when paint.net is started (start paint.net, save, restart app)
I updated to the new alpha so I could provide the list of DLLs too.
An .heic file is actually saved by the new alpha when I click OK twice (once for error dialog and once for save window).
I don't remember the previous version did that, but I could have clicked "Cancel" to the save dialog then.
paint.net - 116868 unable to save heic files.zip