QHY9 mono has heating applied to the inner CCD window via a ring of resistors mounted around it on a little mini board. Most people also operate the QHY9 with the 12mm "window" that comes with it. I don't have a colour QHY9, but expect it might be the same.
You might be thinking of the QHY8 which did eventually have a heated adaptor made to heat its external window? (not required on 9 though). The QHY forums are a good place to hunt this sort of info:
http://qhyccd.com/ccdbbs/index.php?board=5.0