What are "heat molecules"? I hope you are not trying to resurrect the Caloric theory the way some people are trying to resurrect the ether.By a medium I mean being present to a greater or lesser degree, throughout the universe. I.e. that heat molecules must be present everywhere, even within a vacuum, as there must be some degree of heat throughout the universe.
I would also hope that you know that heat need not have any "molecules" or medium to be transfered. Look up "infra-red" radiation.