Related question: The asgardians are literal gods (lower case) and both have some of the best craftsmen in the universe and a fantastic information network...

If Hiemdal wanted to know, could he have just opened a bridge to Ego and asked him where it is? Pretty sure him having a pretty amazing degree of 'Cosmic Awareness' should be well known to people at Odin's level?

(I don't think Heimdal has it at all, but if he does his level is miniscule. Cosmic Awareness is the term they use for beings like Galactus who can find world seeds from across the galaxy or Eternity who is simultaneously aware of every atom in his body [ie the entire universe])