No. You can't buy wild plant seeds. Heather doesn't provide any seeds at all, so you will have to harvest them in the wild where they grow (they're fairly common).
Burdock can probably be found in tiles owned by villages (and thus, taking them is stealing), i.e. farm and pasture ones, but a lot of useful plants can be found on road tiles (and picking plants on roads between villages is perfectly OK. I believe those provide seeds when threshed, and that those seeds can be planted (it's not a plant I use, so I dont keep track of it).