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.
Context:
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?"