Yes Herons will certainly take ducklings.Where i live near the Dee estuary,during the spring high tides .Herons can be seen taking water rail.Which are flushed out by the rising water.Water rails are a secretive wader type bird approx 11ins slightly smaller than a water hen.
It is possible the heron was only interested in your other pond life but i would watch them closely as with all omnivorous birds,they will take an easy meal if one presents itself.-Best wishes -Alec