I had the impression that Heidegger did not much about / was not much bothered about the fact of science. But see his GA23, 10ff: a whole section 3 with the title: "Entdeckung der Natur und Ausbildung der mathematischen Physik." Subsection a) Wissenschaftliche Entdeckung der Natur und ontologische Besinnung. b) Die neue Bedeutung der Mathematik.
Not, I think, as sophisticated as Lonergan; but not nothing either.
In a sense, if H wants to deal with Modern philosophy, he cannot avoid the fact of science: he has to deal with Descartes, and Spinoza, and Leibniz, and Pascal, and Kant, after all. All of whom are grappling, probably, with the implications of modern empirical mathematical science for philosophy. Descartes and Kant are certainly wanting to remodel philosophy after the example of mathematical science - the same certainty, for example; the same clarity; the same effectiveness and overcoming of confusion.
And of course there is H's master, Husserl, with his "Philosophie als strenge Wissenschaft." So Wissenschaft cannot be far from H. But: that does not mean he loves it. He is probably working his way out of its traps. Which is part of his overcoming of modernity, or post-modernism.