Basically you should be creating your own custom palette by manipulating the Preferences.tpt file located in your repository : http://onlinehelp.tableau.com/current/pro/desktop/en-us/help.htm#formatting_create_custom_colors.html
Then you may use a palette like below to see custom colours for each step of your measures. You may want to create a calculated field in order to easily match your values with the colours. Please note that you should be restarting Tableau to see the new custom palette. Attached pic shows the applied palette to my table.
<color-palette name="New Palette" type="ordered-sequential">
<color>#ff00e5</color> <!-- magenta -->
<color>#ff0800</color> <!-- red -->
<color>#faff00</color> <!-- yellow -->
<color>#00ff04</color> <!-- green -->
<color>#0c00ff</color> <!-- blue -->
custom palette.png 52.8 KB
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I think you already in the right way to customize your color palette, just need change the value of each color and set up as 6 steps.
You can create your heatmap without creating a custom color pallete as well.
Here are the steps using the superstore data,
Lets say I want to create a heatmap for yearly sales of sub categories and colour the sales by this condition
Now bring Orderdate to columns and subcategories to Columns.
Bring sales to the Label and change the mark type to bar. You will get the following on your screen
Drag the calculated field Sales Color to the color mark and chose the colour from the legend for your each category accordingly.
Now drag the measure number of records to the size and select minimum instead of sum in the aggregation and you will have your heatmap.
Hope this helps.