Keep a Relay ON until Switch closes
Just about all relays are at least SPDT (single pole double throw).  The double throw part means that there is one contact that is normally open (NO) and another that is normally closed (NC).  The third contact is the common that is connected to the NC contact when the relay is not energize, and the NO contact when it is.  You can reverse the logic of the relay by flipping NO and NC.

In your case, use NC and the common as your switch in series with the fan and heater.  That means the fan and heater will run until the relay is energized, then turn off when the relay is turned on.