HVAC Mode not changing?

That would be the mode door actuator that controls where the air comes out. However, on yours there are a few parts that go with it that can also fail. The mode gear, mode cam and the follower lever. All of them have been failure items on that car. Before you jump into replacing the parts I would do a couple things. First try this, go to the fuse panel under the hood and remove the HVAC fuse 54, keep it out for a minute. Reinstall it and start the car, wait about a minute and then try the controls for the heat. If the mode control now works the issue is in the control head. If not, then I hope it's just a bad actuator as the other parts are a pain. To get to it you remove the trim panel under the steering column, the actuator is up inside that hole on the right side on the side of the HVAC case. Replacement is removing the HVAC fuse, then removing the connector on the actuator then the 2 screws and swapping the unit. Reinstall the trim and put the fuse back in and test the system. If it now works great. If not, then one of the parts that actuator moves is likely at fault and to get to those is no fun as you need to remove the entire dash for access to the other plastic parts.