Hi! I should mention that Heart of Winter is not meant to be played right after Icewind Dale - it is either a completely separate campaign, or it's supposed to be played inside the main campaign - after Chapter 3/4/5.
You can play Icewind Dale: Heart of Winter with all your characters, if you use your console to move to Kuldahar area, then talk to Hjollder and let him transfer you to Heart of Winter areas.
(If you want to get romance dialogue, though, I would recommend setting SetGlobal("O#TeriMatch","GLOBAL",1) SetGlobal("O#NellaMatch","GLOBAL",1) - if you're romancing Nella and Teri - this way you'll get your romance dialogue in HoW).