Lore-wise, even in the case of heavy bolters and missile launchers, those power cables feed targeting optics (and their data back to the marine), and the electric firing pin. - Bolt shells aren't percussion ignited, although pumping the charging handle once is sufficient to get the weapon going, then the recoil will generate enough juice for subsequent shots.
But yeah, there are tons of "pick up n'go" heavy weapons everywhere. There are heavy bolter minis out there with box mags on the weapon for example.
Model-wise, they're your figures, let none stop you from modding them how you please.
Game-wise, they'd be still recognizable as a specific heavy weapon.
Execution-wise, if they're anything like the devastator squad who's backpak fed heavy bolters I've used in a conversion, you'd be better off assembling torso-legs-head into one solid part, and hands-weapon-backpack into another solid part as the magnetized clip-on(in case of cable-less weapons, backpack inaturally remains separate). They'll fit better, and suddenly cables and ammo feed are no longer a problem. One magnet each arm, one on the backpack.
Practicality-wise, I woulldn't do it.
Do I understand you correctly? Your goal is to sometimes take off a heavy weapon from a havoc and put it on a csm, and put the csm's bolter on the havoc?
Forgive me if I'm slow in the morning, but why not just put the entire model in whichever squad you want him to be?
Lo, the hand of judgement descends from above, and by the power of chaos declares thee a havoc. Tomorrow you'll be a csm.
For the life of mine, I couldn't tell the difference between a havoc and a csm if they're wielding the same weapons, heavy or not.