Create heatmaps with tracker URL instead of browser URL in Matomo


We are using the Heatmap and session recording plugin in Matomo Cloud and we want to make it work on a custom URL made with Matomo Tag Manager.
We want to have a heatmap on each step of a conversion funnel but the URL is the same at every step. So in Matomo Tag Manager, we made a custom URL for each step, but when we want to use these URLs for configuring the heatmap it doesn’t work.

Is this behavior normal ? Do you know another way to have a heatmap for different pages with the same URL ?

Thanks in advance for your answer.