Do the heat seekers need more missile capacity modules or do they simply "split"?
Under vanilla settings, heatseekers just split. Missile capacity is only needed for the initial launch.
At some point, heatseekers were removed from the game under Quickfire settings and replaced with fast-firing lock-on missiles. It's been a while since I used QF configs so they may have changed it again.
In the game's "blockBehaviorConfig.xml", there does not appear to be a line that governs missile capacity used for splitting.
However, It is possible to make non-split heatseekers by using the line; <Split style="skip"/> ...
that would use up capacity.
Apparently you can also make splitting lock-ons using the line; <Split style="buff" value="x"/> (just replace "x" with the number of additional missile you want) ...but that would be broken AF unless you nerf the damage.