This overriding is same to css override.

1. Just copy config.php and shortcode.php file from “\plugins\system\bdthemes_shortcodes\shortcodes\heading” location.
2. And paste it in “\templates\your_template(Your default Template)\html\plg_bdthemes_shortcodes\shortcodes\heading”.
3. Then edit these file as you need.

NOTE: you also must select your template from shortcode ultimate plugin setting where from override grab those override.