I'm a big believe in feature exchanges. Swapping out one class feature for another one brought in (of relatively equivalent power.) All of this MUCH MORESO than one or two level "dips" of multiclassing. Because this way you get what you want without all the extra junk you don't that comes along with multiclassing.
For example... I want to play a dwarven Cleric of Clangaddin Silverbeard-- the dwarven god of war who specializes and wields a pair of battleaxes in battle. As it stands, I could wield two axe weapons to begin with at level one (handaxes), but I wouldn't get to add my STR bonus to the second axe. By the same token, the War domain's main 'War Priest' feature is allowing the cleric to use a Bonus action to take a second attack a certain number of times per day. But as I'm already dual-wielding... that feature is pretty much useless to me (considering it's really built expecting the cleric to be wielding a two-handed weapon.) Thus... I ask my DM and get permission to do a feature swap-- swap out the War Priest domain feature, and swap in the Two-Weapon Fighting style. Now I get to add my STR bonus to both handaxe attacks, without having to "dip" one level of Fighter just to get the fighting style. Then at 4th level (to complete the character) I can select the Dual-Wielder feat to be able to switch over to dual-wielding battleaxes just like and in honor of my god.
The gain of off-hand STR bonus to damage is probably relatively balanced against the loss of the three or so Bonus Action attacks I would have gotten with War Priest, so it's a fair swap. Plus, it gets me what I want-- more characterization for my build, without bothering to multiclass.
So if you want to go heavy armor for your warlock build, then work with your DM to figure out which warlock feature you can swap out in exchange for Heavy Armor proficiency, and maybe which feature you can swap out for Action Surge. After all... if a Fighter can swap out its improved critical hit ranges or superiority dice to gain a bit of spellcasting (in the Eldritch Knight)... the Warlock should be able to swap out some of its abilities to get stronger in melee. Seems only fair.