This is a very debatable topic, but I'd like to state my opinion anyways, I even have proof to back up my theory, but it's just my opinion, you could think whatever you want and I'm cool with it. I think that the tape didn't run out during Heartbreaker, but somewhere during here:
Long Tall Sally
During 2:38, the audio goes from a multitrack tape to a more distant audience-sounding-ish tape (it's most likely to come from the cameras), therefore I think the tape ran out during the performance of Long Tall Sally and not Heartbreaker, and this is also one of the few reasons this wasn't included in the DVD.
So, this solved one question for me, but there is another that is still in my head right now, where there hell is the rest of Heartbreaker from the Royal Albert Hall?!