Who knows where it would have gone, but Lollards and Waldens were just part of a movement centered around gaining accurate understanding of the Bible. They didn't have any structure, hierarchy, etc, similar to Catholic or Sunni religions; which was kind of the point. Cathars had Perfects (or was it Prefects?), but that was more of like a 'monk' status as far as I understand. The Fraticelli were just a faction in the Catholic Church. I'm not sure how any of them could be fleshed out more than they already are, and they already have more political details than they did historically.
But I would like to see some more depth about them. Right now, they're just Catholic "Hard Mode" (No holy orders, crusades declared against you, everyone hates you). One thing I can think of fleshing out is relations. Lollards and Waldens should like eachother, and Bogolmists and Cathars should like eachother. Fraticelli should be disliked by the Catholic clergy, but not other Catholics in general (perhaps when the Theocracy DLC comes out they'll be able to simulate religious factions, which Lollardism might fit as one).
Not sure about Muslim heresies. I know a tiny bit about Druze, but its not coming to mind.
This should work (not sure): "set_parent_religion=noreligion" (as an effect in the options)
Could make an event using that for all the heresies.