You don't say... can we assume the there is cold air coming
out all the vents inside the car?

I'm not familiar with your model, but there should be a
valve controlling flow of hot engine coolant to the heater
core. Hopefully the dealer checked it. Usually it is a
squat metal cannister valve with a tube that is spliced into
one of the two  heater hoses that go from the engine
through the firewall. It has a small vacuum hose attached to it.

Look around the engine compartment for the pair of heater hoses
and find the valve. Check to see that BOTH hoses feel hot
at the firewall when the car is warmed up and the heater
is on. If they aren't, then check to see if there's vacuum at the
small hose on the valve... if you have one cold hose and
there is vacuum at the valve, replace the valve (as a temporary
measure, you could replace the valve with a short length
of copper tubing).  If no vacuum signal, then the vacuum
hose has to be traced to find out where/why it lost vacuum
Beyond that you are into checking vents and switches
(eg, switch, disconnected hose, deteriorated hose, etc).
and I can't help you much there.

Hi John,

It might sound a silly question, but are your front fog lights working OK?
If not, you probably have the same problem I had....

I lost all my heat although everything was OK. Engine temp OK etc.

It turned out to be the fuse had blown that also protects the front fog
lights and alarm security sounder.

The sounder itself had packed in due to water ingress and as soon as I
disconnected it, put in a new fuse, I had heat again.

If yours is the same problem, you will find the sounder tucked down the
passenger side of the engine radiator.

A new one fiutted by Jag Main Dealer cost just short of £100.