If by "Heavy Cruisers" you mean 8" gun armed cruisers, then no, the UK didnt build any in the war. However, ships like HMS Belfast (12 x 6" guns) are Heavy Cruisers in terms of displacement and protection - just not armament. Heavy cruisers and indeed, large gun warships in general, are kinda of on the way out by the time of WW2 - the age of the plane is arriving.
Wartime construction is obviously down to you as the player to build, though I would imagine the OOB is probably fairly accurate (Just checked - I find 26 or 27 light cruisers in the starting OOB/construction queue, and 13 Heavy Cruisers simialrly placed - I know Australia has at least 1 Heavy cruiser, and both Aus & New Zealand have light cruisers). So I am not quite sure why you think they have anything missing ?
Tim