There isn't one because the by far most common failure case isn't "HA isn't running" but "the communication protocol isn't working." A watchdog must be on the device itself because otherwise it's basically useless for all intents and purposes. That said it also doesn't in my experience matter in like 99% of situations (a light stays on... who cares and you'll directly notice the issue with your eyes anyways) and for most of the rest you can just have HA send you a notification that it lost contact with some device for too long. You want notifications anyways because you cannot assume that a thermostat being on means the heater is on. If you need a heater to avoid a water pipe bursting then you should have a low temperature alert as well. The breaker may have blown, the relay may have broken or the heater's overheat fuse may have blown at some point.