It was shown in previous work that the one-variable -function defined by Zwegers (and Zagier) and his indefinite theta series attached to lattices of signature are both Heisenberg harmonic Maa\ss-Jacobi forms. We extend the concept of Heisenberg harmonicity to Maa\ss-Jacobi forms of arbitrary many elliptic variables, and produce indefinite theta series of “product type” for non-degenerate lattices of signature . We thus obtain a clean generalization of to these negative definite lattices. From restrictions to torsion points of Heisenberg harmonic Maa\ss-Jacobi forms, we obtain harmonic weak Maa\ss\ forms of higher depth in the sense of Zagier and Zwegers. In particular, we explain the modular completion of some, so-called degenerate indefinite theta series in the context of higher depth mixed mock modular forms. The structure theory for Heisenberg harmonic Maa\ss-Jacobi forms developed in this paper also explains a curious splitting of Zwegers’s two-variable -function into the sum of a meromorphic Jacobi form and a one-variable Maa\ss-Jacobi form.

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