The Heat link is wired to the wiring centre programmer terminals. The terminology is slightly different, but it's no too difficult to work out.
CH On = Nest Heating call for heat (3)
HW On = Nest Hot water call for heat (6)
HW Off = Nest Hot Water Satisfied (4) [Y-Plan only, not required for S-Plan]
Connect L,N & E to Heat link L,N & E
At the Heat link connect L to the two common terminals 2 & 5
As you won't be connecting a separate room thermostat to the wiring centre, the room thermostat live and switched live at the wiring centre should be bridged to complete the circuit. Which you seem to have done.