The energy of the universe is a pool of water a top a cliff. Water running off this cliff is used to do stuff (work), and the pool at the bottom is heat.
The "heat death of the universe" is referring to this water fall running dry, and all the energy being in this useless pool of "heat".
Is it impossible to convert heat into other forms of energy without "consuming" materials like in the case of steam, geothermal or even the ones that need a cold body to utilize thermoelectric effect.
[1]: Technically the movement itself is heat, the objects don't contain heat, rather they contain internal energy, but the two get mixed up more often than not.
And that’s ignoring that sound and photon emissions typically hit a wall or other physical surface and get converted back to heat.
It all ends up as heat in the end, just depends on where that heat is dumped and if you need to cool it or not. Most watts end up being even more than the theoretical heat per watt due to said cooling needs.
There is literally no way around the fact that every watt you burn for compute ends up as a watt of waste heat. The only factor you can control is how many units of compute you can achieve with that same watt.
That reminds me of a sci-fi book, Sundiver by David Brin, where a ship is exploring the sun by firing a "refrigerator laser" to somehow pump-away excess heat and balance on the thrust.