I've searched around and I've only found the usage of へ as being a particle meaning "in the direction of..." I'm not sure what it means as an interjectional question.
Girl: ねえ 三島さんが 具合悪いみたいなの 保健室連れていくね Mishima: へ? Girl: うんわかったー 先生にいっておくね
Since the particle へ deals with direction, would the question be something like "This way?" or "In this direction?"