Hi Mgk,
If you have a direct ethernet connection between the firewalls, and those interfaces belong to the HA zone, then NSRP will be running over that. If you connect a switch between the NSRP connections, then you should enable HA-probe. Never use the Ha-probe feature unless you are connected via a switch. If you keep them in the same VLAN, then heartbeats will work fine. If you have two connections between the firewalls, control will run over one and data over the other.
The heartbeats don't use IP, instead the frame is sent over ethernet. When using a VLAN, the tag is added to the ethernet frame header. I hope this helps.
Regards
Andy