When the connection between the Nest thermostat and Heat Link is broken, the status light on the Heat Link turns yellow.
The Nest thermostat can only control the heating again when the connection is restored.
If the connection cannot be restored and you want to switch on the heating, press the Nest button on the Heat Link. The heating then switches on. When it is warm enough and you want to switch the heating off again, press the Nest button on the Heat Link again.
Detailed steps to restore the connection (also for the different versions of the Nest thermostat) can be found on the support page of Google Nest.