How did HEB imped your rights to do anything? You don't have any right to buy or sell guns on HEB property. And the Constitution doesn't apply to HEB as it only restrains the actions of the government. By all means, don't shop at HEB if you don't like their position on this issue, but they haven't infringed your rights.
If they are in contract then they cannot just up and reneg on their own whim (or pressure from a source). Contract is a contract.