Given a heterogeneous Gaussian sequence model with unknown mean $θ\in \mathbb R^d$ and known covariance matrix $Σ= \operatorname{diag}(σ_1^2,\dots, σ_d^2)$, we study the signal detection problem against sparse alternatives, for known sparsity $s$. Namely, we characterize how large $ε^*>0$ should be, in order to distinguish with high probability the null hypothesis $θ=0$ from the alternative composed of $s$-sparse vectors in $\mathbb R^d$, separated from $0$ in $L^t$ norm ($t \in [1,\infty]$) by at least $ε^*$. We find minimax upper and lower bounds over the minimax separation radius $ε^*$ and prove that they are always matching. We also derive the corresponding minimax tests achieving these bounds. Our results reveal new phase transitions regarding the behavior of $ε^*$ with respect to the level of sparsity, to the $L^t$ metric, and to the heteroscedasticity profile of $Σ$. In the case of the Euclidean (i.e. $L^2$) separation, we bridge the remaining gaps in the literature.