One wouldn’t normally transport heat energy as it’s difficult to contain, the best example would be a thermos which is designed to lose energy very slowly. All things produce heat with work, that’s those pesky laws of thermodynamics in action, so transporting heat would be a somewhat counter productive method of transporting energy.
Salt storage is probably the best method of storing heat energy, the molten salt holds heat for quite some time, technically you could transport those like giant thermos batteries. It’s probably better however to convert it into something else, transport it and then reconvert it using something like axles or electricity.