How create this heatmap

Anonymous . to me it seems like a matrix with conditional formatting, both font, and background. It can be scale based/ rule-based

I discussed a part of it

https://www.youtube.com/watch?v=RqBb5eBf_I4

 

For all other conditional formatting, option refer

https://docs.microsoft.com/en-us/power-bi/desktop-conditional-table-formatting#color-by-color-values

 

You need to reduce the column size.