Starting with macOS 10.14, Mojave, Heimdal Security's Thor Vigilance module needs to be added in the Full Disk Access list to be able to scan your hard drive for infections.
What is Full Disk Access?
Full Disk Access is a new security feature in macOS Mojave that requires some applications to be given full permission to access a user's protected files. This way, only applications that are approved can gain access. In previous versions of macOS, this permission was automatically given to all applications at the time of installation. If a user chooses not to give Full Disk Access, some data on the Mac will not be accessible. This is especially important for applications that need to perform specific tasks such as scanning for malware (Heimdal Vigilance).
If you do not allow Full Disk Access for your Heimdal Security software, it cannot protect your data as intended.
How to Manually Enable Full Disk Access for Heimdal.
1. Open System Preferences.
2. Open the Security & Privacy Preferences panel, select the Privacy tab, and click Full Disk Access in the left column.
3. Click the lock icon 🔒, then enter your Password and select Unlock.
4. Click the '+' button.
5. Navigate to the Library -> HeimdalSecurity folder and select Heimdal.Antivirus, then click the Open button.
6. You have successfully enabled Full Disk Access and Heimdal Vigilance can now scan and protect your Mac.