HeatMap with pins or multilayer map

Hi, 

Is anyone aware of how to create maps with few layers, like heatmap and points, or using shape files and points. ArcGis shows nicely the heatmap but the free one has limited number of data it can show (i have over 12K) and I can't manually add each point, since I want the show 900 points. Any ides on the more flexible map visual? Or is there a possibility to create heatmap as a shapefile or base map and then upload it to Power BI?

This was already asked once https://community.powerbi.com/t5/Desktop/Draw-Multiple-pins-on-heatmap/td-p/322852