Ubiquitous sensing has been widely applied in smart healthcare, providing an opportunity for intelligent heart sound auscultation. However, smart devices contain sensitive information, raising user privacy concerns. To this end, federated learning (FL) has been adopted as an effective solution, enabling decentralised learning without data sharing, thus preserving data privacy in the Internet of Health Things (IoHT). Nevertheless, traditional FL requires the same architectural models to be trained across local clients and global servers, leading to a lack of model heterogeneity and client personalisation. For medical institutions with private data clients, this study proposes Fed-MStacking, a heterogeneous FL framework that incorporates a stacking ensemble learning strategy to support clients in building their own models. The secondary objective of this study is to address scenarios involving local clients with data characterised by inconsistent labelling. Specifically, the local client contains only one case type, and the data cannot be shared within or outside the institution. To train a global multi-class classifier, we aggregate missing class information from all clients at each institution and build meta-data, which then participates in FL training via a meta-learner. We apply the proposed framework to a multi-institutional heart sound database. The experiments utilise random forests (RFs), feedforward neural networks (FNNs), and convolutional neural networks (CNNs) as base classifiers. The results show that the heterogeneous stacking of local models performs better compared to homogeneous stacking.