3 pole switch with 2 wires
You can do it but you'll need to re-mark one of the neutrals as a "hot".   Use one of the blacks as the heater, and its partner neutral as the proper neutral for all devices.   Use the hot and re-marked neutral in the other bundle for fan and light. 

The issue, anytime the neutral does not down the same cable as the hot, is the cables need to be run very tightly together. Anywhere there is distance between them, the gap becomes the core of a transformer and suffers inductive heating in proportion to the current flowed.  Since the heater takes the lion's share of current, I suggest running its hot with the shared neutral.

This issue would have been solved if you had used 12/4 or 12/2/2 wire.    You would need to go to a proper electrical supply house for that, but that's a good idea anyway since their prices on everything are often cheaper.