According to Zach Lowe (by way of Bobby Marks from ESPN) on the BS Podcast the Heat actually can trade a future first if they change their pick protection.
Think its this one:
2023 — Owe first-rounder (lottery protected through 2025, unprotected in 2026) to the Oklahoma City Thunder
If Miami misses the playoffs in 2023 then that pick doesn't convey, and then they keep the pick. If they make the playoffs then that pick goes to OKC.
If true, then Miami can change the pick protection in a trade with the Spurs in which their 2023 1st would convey to the Spurs in a potential trade if the Heat misses the playoffs.
They could package Iggy, Leonard, and Olynyk, along with a 2023 1st* for DeRozan and Gay
(* could be 1-5 and 16-30 protected in 2023, 2024, and 2025 otherwise it becomes 2 future seconds)