Unheated
Unheated describes a stone in which a laboratory found no evidence of thermal treatment. It is a finding, not a description, and the distinction is the whole point. Most sapphire and a great deal of ruby on the market has been heated to improve colour or clarity, legitimately and permanently, and so an unheated stone of fine colour is scarce and carries a substantial premium over its heated twin. The word applies chiefly to corundum. Spinel is rarely heated at all, so "unheated" on a spinel is a fact rather than a selling point, and the premium logic that runs through sapphire and ruby does not run there.
The claim belongs to the laboratory, not the seller. A dealer can tell you the stone is unheated; only a report can show it. At any meaningful price the claim should rest on a current document from a laboratory whose reports can be verified online by number.
On a lab report
GIA writes "no indications of heating" under treatment; SSEF and Gübelin use the same phrase. GRS writes "no indication of thermal treatment". AIGS and Lotus follow the same shape of words. What the gemmologist has looked for is intact silk, undamaged fluid inclusions, unaltered crystal inclusions and, increasingly, spectroscopic signatures, since low-temperature heating of the kind common in Mozambique ruby can leave the visible evidence almost untouched. That is why an older report saying no heat on a stone from a deposit where gentle heating is routine may be worth re-testing.
Ask for the report number and check it on the laboratory's site. Ask the date. Ask whether the stone has been recut or re-polished since, which would strand the paperwork. And treat "unheated" on an invoice without a report as a dealer's opinion, priced accordingly.