Thank you, Leonie. Your answer helped me figure this out and to check photos on my iphone to see if they were taken as live photos.
I've just used Image Capture to copy photos I confirmed to be live photos on my phone to my desktop. Just by dragging the photos from Image Capture to the finder, the MOV component of the HEIC is automatically exported. The result in my finder is the HEIC file and a matching MOV file if the photo was a live photo.
I had set my phone to use HEIC but it looks like I accidentally turned of the Live photo setting for some of the photos I took. That is why those HEIC did not contain a MOV when I exported them.
In Settings -> Camera -> Preserve Settings, turning Live Photo option on keeps the last Live Photo setting rather than reverting automatically back to Live Photo On. In my case, I accidentally turned the Live Photo off, then this setting kept Live Photo off until I manually turned it back on. That explains why a few months of HEIC photos I took did not have a MOV component.
Thanks again Leonie and MoonJ. Mystery and frustration solved!