The description for the heat exchanger states that it converts water into hot steam, as per un-modded Factorio. However the prototype actually wants steam as input instead like the mod-specific "heat changer". I do not know if the behaviour is intended and the documentation wrong or vice-versa, but either way the contradiction seems like a bug.
Here is another bug as a side note: assemblers and chemical plants in "attract" mode do not seem to work, presumably because the selected vanilla recipes do not exist. Custom screens would look cool, though I understand that that might not be worth your time.