This paper investigates secure communications in rate-splitting multiple access (RSMA) enabled heterogeneous UAV networks, where multiple UAVs collaboratively serve ground terminals in the presence of eavesdroppers. By jointly considering secrecy rate maximization and propulsion energy consumption minimization, we formulate a multi-objective optimization problem involving UAV trajectory design, service association, power allocation, and secrecy precoding under mobility, collision-avoidance, service-capacity, and communication constraints. The formulated problem is highly non-convex due to the coupling among UAV trajectories, RSMA transmission variables, and secrecy constraints.To address the resulting non-convex and highly coupled optimization problem, we propose a hierarchical optimization framework. The inner layer uses a semidefinite relaxation (SDR)-based S2DC algorithm combining penalty functions and difference-of-convex (D.C.) programming to solve the secrecy precoding problem with fixed UAV positions. The outer layer introduces a Large Language Model (LLM)-guided heuristic multi-agent reinforcement learning approach (LLM-HeMARL) for trajectory optimization. LLM-HeMARL efficiently incorporates LLM-generated expert heuristic policy, enabling UAVs to learn energy-aware, security-driven trajectories without the inference overhead of real-time LLM calls. The simulation results show that our method outperforms existing baselines in secrecy rate and energy efficiency, with consistent robustness across varying UAV swarm sizes and random seeds.