I looked up some industrial zeolite activation techniques, and none of them are likely to be done at home, since they involve high temperatures. However, it doesn't look like the inexpensive zeolite clay powder has any heavy metal problem.
This page has a listing of worldwide zeolite sources:
I would expect that if a large amount of heavy metals were already adsorbed into the clay, it would appear somewhere in the analysis, but nothing is mentioned.
I have some of the clay on order and have never shied away from experimenting with such stuff. If it happens to do nothing, I'll be trying the Vetamin next, since it is activated rather than natural clinoptilolite.