I think we should start with the following observation:
The time-dependent Schrödunger equation
i\partial_0\,|\psi,t\rangle = H\,|\psi,t\rangle
can be solved using the time evolution operator
U(t) = e^{-iHt}
|\psi,t\rangle = U(t)\,|\psi,0\rangle
which you see by differentiating
i\partial_0\,U(t) = H\,U(t)
Now for any operator A where you are interested in eigenvalues, expectation values or something like that and which you apply to a state |ψ>
A\,|\psi,t\rangle
you can insert any unitary operator w/o changing physics:
A\,|\psi,t\rangle\;\to\;\Omega A \Omega^\dagger \Omega |\psi,t\rangle
This is like a basis transformation which - as in linear algebra - acts both on the states (vectors) and on the operators (matrices). So you can introduce transformed states and operators as follows
|\psi,t\rangle\;\to\;{}^\Omega|\psi,t\rangle = \Omega |\psi,t\rangle
A\;\to\;{}^\Omega A = \Omega A \Omega^\dagger
In that way you can introduce time-independent coordinate transformations like translations (where Ω is represented as eiap using the momentum operator p) or rotations (where Ω is represented as eiθL using the angular momentum operator L).
But the unitary operator Ω is arbitrary and can be time dependent as well. So we can use something like
\Omega(t) = e^{-iGt}
with a selfadjoint operator G.
1) If G=H the operator Ω generates the transformation between the Heisenberg and the Schrödinger picture, i.e. it fully shifts the motion generated by U(t) from the states to the operators and vice versa
2) If G=Hfree where Hfree is the free (and hopefully trivial) part of the full Hamiltonian H, the operator Ω generates the transformation between the interaction and the Schrödinger picture. The shift of the motion generated by U(t) is shifted from the states to the operators only partially!
3) If you have some Hamiltonian H= H°+εh you may chose G=H° which is similar to the interaction picture but now H° need not be the free Hamiltonian and could be a more complex but still solvable Hamiltonian. Like in the interaction picture the idea is to separate the motion in a trivial (= free or solvable) part and a complicated part such that the motion of the operators A is trivial and that only the states are subject to complicated motion.
But physics doesn't change at all. You are free to use any Ω, i.e. any selfadjoint G (as long as it simplifies the math).
Remark: time dependent energy eigenstates do not appear in the Heisenberg picture b/c the Heisenberg is defined such that the time dependence of such states is "rotated away". Using an operator Ω which introduces time dependency of such states should be interpreted as changing from the Heisenberg picture to something else. But there's a loophole in this argument: the starting point is the Schrödinger picture where a time dependent solution |ψ,t> of the Schrödinger equation is constructed using U(t). This solution is then transformed to the Heisenberg picture |ψ,0> where Ω(t) is identical to U(t). Therefore eigenstates of H become time independent. But if you start with an arbitrary state |ζ,t> which does NOT solve the Schrödinger equation, then the transformed state Ω|ζ,t> will NOT be time independent. Therefore the Heisenberg picture does contain time dependent states, but they are not eigenstates of H, i.,e. no solutions to the original problem.