Check and see if turning the heat on manually by the heat link makes a difference. I think you just need to press and hold it for a second and then a light comes on.
When you turn your heating on via your phone essentially what the technology is doing is wirelessly sending a signal to your thermostat (through wifi) which then sends a signal to your heatlink (not quite sure if this is bluetooth radiofrequency or internet) which is connected to your boiler and then your boiler fires up.
If you're seeing your thermostat go orange I.E 'heat on', but your boiler is not actually firing, then to me it would suggest that its successfully taken signals from your phone, and if it's not got the little 'Mechanical Failure' icon, then its also successfully connected to your Heatlink.
Either there is an issue between the heat link and the boiler or simply the boiler. If you try the suggestion above and you can see the heatlink is on, but your boiler is still not firing then it suggests theres a fault with your boiler.