is the more commonly used term, I have found heteroproteins (in one word) in a few places, but am not so sure about that

Use of hyphen

The following extract from Appendix II “Punctuation Marks” of COD may be of some guidance:

The use of the hyphen to connect words to form compound words is diminishing in English, especially when the elements are of one syllable as in birdsong, eardrum, and playgroup, and also in some longer formations such as figurehead and nationwide. The hyphen is used more often in routine and occasional couplings, especially when reference to the senses of the separate elements is considered important or unavoidable, as in boiler-room. It is often retained to avoid awkward collisions of letters, as in breast-stroke.

The hyphen serves to connect words that have a syntactic link, as in hard-covered books, where the reference is to books with hard covers, rather than hard books with covers (which would be the sense conveyed if the hyphens were omitted). It is also used to avoid more extreme kinds of ambiguity, as in twenty-odd people.

A particularly important use of the hyphen is to link compounds and phrases used attributively, as in a well-known man and Christmas-tree lights.

Usage varies (in the use of hyphens) and much depends on how well established and clearly recognizable the resulting formation is.
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So in your case decide whether to retain the hyphen or not on the basis of this thumb rule:

How familiar are your target audience to the term? If they are very familiar to the term, omit the hyphen. If not, retain it, as it will help them to understand that this is two-word concept.

In any case, punctuation is there to make the meaning clear. If you feel that the hyphen will help your readers understand the term better, there is no harm in retaining it.