Do links in heading tags on a website give more weight than links in normal text?
No and No. Both for weight and passed value (aka juice). It is a trick that people are using- but it really is a foolish idea if the thought is that it will advantage search engine performance. It won't in the least.
Think about it. It is an internal link- how can it pass more juice than any other internal link? It can't. The reason is simple- no search engine is looking for links in header tags specifically. It is just a link. Links are rated like content in relation to and distance from a header tag or title tag for value. This is primarily for semantic searches to better understand the content topic and theme. There is no boost if the link is in the header, but there is a semantic boost if it is close. There is no SEO code or metric that is advantaging a link in a header tag. None at all.
Now to caution you a bit. SEO is really not that complicated. Yes there are lots of moving parts, but it still is not so complicated that these funny little tricks really do anything. It is just a bunch of SEO blather/foolishness that gets passed along and some people try it. Stop following the small day to day parroting by bloggers and follow the core principles and you will do a lot better for yourself. It is not uncommon that 100 then 1000 bloggers latch onto something one person says and then it goes viral (actually not as viral as you may think). It is a game to stand out as an SEO expert/blogger. Most of these posts are junk or at-least over blown. Some have value of course. Learn to separate the bull from the facts and you will be much better off.