The term "Heavenly," in its earliest usage in Buddhism, referred to the "heavenly beings," that is, the creatures of the Heavenly Dao within the Six Paths of Reincarnation.
The other meaning refers to the "Heaven," which is the worlds of numerous other universes.
Iron City Mountain's "Heavenly Secret Demon Mysterious Scripture" involves resonating with Demon Gods from various worlds, thereby breaking through the barriers of time and space, and facilitating the exchange of consciousness and even material between them.
Derived from this, Jiu Panpo established the Red Body Sect with the "Nine Heavens Secret Demon Mysterious Scripture," which is an abridged version that selects the nine most representative Heavens.
What Shi Feiyang obtained from the possession of the Wu Ling Pearl was the "Demon God Scripture," which is the Cultivation Technique of various Divine Demons and Demon Gods, not limited to this realm, but also includes demons from worlds of the Heavenly realms.