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Heatran is not actually a legendary Pokémon. Instead it's the rarest and most elusive pseudo-legendary, up there with the likes of Dragonite and Metagross.
The misconception bean because of their description from ancient times: old folks described Heatran as big lumbering lava monsters that resided in volcanos and could make them explode without a second thought. This was however proven false and accurate power rankings put this species on the same level as pseudo-legendary Pokémon.
However, even among the rare pseudo-legends Heatrans are special. They don't have baby stages: they are born fully developed, miniature versions of a fully grown Heatran. Over the span of several years they slowly grow in size and weight. Their growth is also associated with the environment: apparently the hotter the environment around it is, the bigger they are going to get. This is observable when comparing the only two known colonies: one at the Stark Mountain in Sinnoh and another one at Reversal Mountain in Unova. The Heatrans observed at the Stark Mountain are on average bigger as Stark Mountain is a more active volcano than Reversal Mountain.
Finally the reproduction is a mystery that still ellude scientists all over the world. Several baby Heatrans were recorded, but when trying to breed a female and a male Heatran in a controlled environment, no egg appears
As pinted out before Stark Mountain and Reversal Mountain are the only two plces where these creatures were found. It's however suspected that a colony exists somwhere on Mt-Chimney as footprints were found when investigators raided the now empty Magma base