Heather's representative Phil Hall confirmed she has been in constant talks
with police over death threats received since separating from Paul, 64.
Hall said: "She doesn't want to talk about it. She has been subject to death
threats and there has been ongoing communication with Sussex Police about
that. I imagine it's to do with that."
Heather was accompanied by her personal trainer Ben Amigoni and her sister
Fiona.
Last month, Fiona made an appeal to end the "harassment" of her family and
said she was "deeply concerned" for her sister's safety following "scary"
death threats.
In December, Heather, 38, revealed she feared for the safety of herself and
her three-year-old daughter Beatrice.
The former model also claimed she had little money to pay for security, and
was furious that Paul refused to foot the bill.

In other news, Heather Mills is set to appear on US TV talent show Dancing With The Stars. Heather, who had her left leg amputated below the knee after being hit by a motorbike in 1993, will be learning to salsa and cha-cha later this year and plans to donate her appearance fee to animal charity Viva reports StarPulse.

A source told Daily Express newspaper: "Some may think this is a surprising way for Heather to raise her profile in the US but she has never been stifled by her disability. She is a great skier and a superb dancer."

The source added: "Heather is keen to build a TV career in the US. The fact she apparently feels she can do the show despite her false leg is bound to create sympathy and headlines."