The Blades manager only discovered on Thursday that his first signing of the summer, Bosnian centre-back Anel Ahmedhodzic, was carrying a suspension for bookings picked up on loan at Bordeaux from Malmo. It was compounded by an "innocuous" knee injury to fellow centre-back Jack Robinson the day before the game, days after Chris Basham had injured his hamstring at Shirecliffe.
Heckingbottom revealed the Blades had asked for Ahmedhodzic's suspension to be delayed.
His absence and that of Basham saw left-footer Ciaran Clark making his debut on the right side of the back three having prepared on the other side until the last couple of days. It showed in an uncertain performance by the Newcastle United loanee.
The Blades luck was well and truly out, referee Josh Smith unwittingly playing a minor but Heckingbottom argued decisive part in Joao Pedro's opening goal.
On Ahmedhodzic's ban, Heckingbottom said: "Malmo should declare it but we want the player so what do we do? We asked the FA can we push it back, it's not our fault, we got lawyers involved.
"We asked, they wouldn't do it."
Clark was booked in the first quarter of an hour and substitute with 21 minutes to go on a difficult first night of competitive Sheffield United football for the player signed on loan from Newcastle United.
"He was playing out of position, (and) he missed the first few weeks of pre-season but Anel having that booking from France not being flagged up (compunded it) - three centre-backs out as well."
Smith found himself caught in the line of a pull-back for John Fleck at a Blades corner. He managed to avoid contact but it clearly affected Fleck, who scuffed his shot. From their Watford counter-attacked, and scored through Pedro.
"He played a major part and it doesn't happen without the involvement," said Heckingbottom, who showed his anger at the time and was booked for it. "We could have stopped it but it wouldn't have happened without that involvement.
"It shows the fine margins. We knew the threat of Watford.
"Their front three (of Pedro, Ismaila Sarr and Emmanuel Dennis) at the moment are probably the best in the league and we knew the threat was going to be on the counter(-attack).
"It's frustrating when we're undone like that."
The Blades are close to signing Manchester City midfielder James McAtee, although Heckingbottom claimed not to have known anything about it until after the game.
Basham, McAtee's club-mate Tommy Doyle and Oli McBurnie are all thought to be close to returns, and Enda Stevens's calf injury will be assessed, along with Robinson's.