Can I use Heavy Ball to search for Chesnaught BREAK since it has the retreat cost of Chesnaught?
No. While not in play, the card has no Retreat Cost.
Source: BREAKthrough FAQ (2015-11-19), TPCi Rules Team (2015-11-19)

Relevant cards

Note: All applicable cards may not be listed below.
BW4_88
XY8_140