Q&A for How to Catch Heatran in Pokémon Black 2 and White 2

No, you could reload the nearest slot of game, which has magma stone and defeated elite 4.

Either stock up on pokeballs, or weaken the Pokémon more before you try to capture them to raise the chance of capture.

You have to save right next to the Heatran and battle it. If it's not a shiny, then load the game again and battle it. Just repeat this until you get a shiny Heatran. If it's shiny, it will be a different color palette and will sparkle.

If you defeat it, you should shut off the DS and restart from the nearest save point.