Heidlebergensis is no longer thought to be on the sapiens lineage. It's probably the ancestor of neanderthals and denisovans. 400kya is around the time of this divergence, based on recent genomics. They were the same species at this time.
The Sapiens lineage is now thought to have diverged significantly earlier.
Erectus existed, but in pockets.
Other lineages existed also. At the very least, Homo naledi. Probably other dwarf lineages, an African "ghost lineage" and probably others.
Neanderthals and denisovans are structured... With subspecies, hybrid zones and whatnot.
There are also many sapiens lineages with no descendants. Most of them.
We shouldn't use the word "species" lightly with hominins. There's no accepted way to properly classify archaic humans.
For example, some paleoanthropologists classify most archaic humans as h. sapiens. Anatomically modern humans become h. s. sapiens, neanderthal become h. s. neanderthalensis. This incorporates the middle pleistocene hominins from mainland Asia pretty well to boot. Many of those same people also use the "conventional" binomial terminology when they're not making a very specific point, so you can't just look at usages to understand where they're coming from.
There's also a hundred other classifications, some giving neanderthals their own species, others including it with heidelbergensis, and so on. None of them has clearly "won" and probably won't while we keep publishing "new" transitional forms every couple of years.