I am running through things that I can play in Zdoom. I've already played Doom, Doom II, all the maps in D!Zone 150, then tried out Russian Overkill. I am now going through the Heretic/Hexen games and I actually only have Heretic: Shadow of the Serpent Riders. But on that disc there is a folder with the other shareware games, including Heretic (among others like Doom, Doom II, Hexen, etc) and the .WAD for Heretic actually contains the full game. There must have been something in the actual Heretic shareware that prevented playing the additional episodes that is not used at all by Zdoom.
EDIT: also for some reason Heretic was not in the DB under PC [NA] o_O