Where is the ECG and Blood oxygen app?

Have you done any other troubleshooting? If you are unable to find the setup for Heart in the Watch app on the iPhone and cannot find anything you are supposed to use that the support document says to do, I suggest that you use the Get Support link at the top of the page here to contact Apple Support. If you have an Apple Store close by, make a Genius Bar appointment to have Apple look at the device and they will explain your options. Genius Bar Reservation and Apple Support Options - Apple

If after following all these troubleshooting steps, use the Get Support link at the top of the page here to contact Apple Support, or if you have an Apple Store close by, make a Genius Bar appointment and have Apple examine the device. Genius Bar Reservation and Apple Support Options - Apple

Check this support document for additional information about ECG. What happens if you click on Learn More under the ECG that is appearing on the screenshot you provided.

ECG appears in the Health app, Browse>Heart>ECG (I've compressed the image-- usually 2 or 3 ECGs appear.)