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The inside of the mirror would be the place to start as the heating element itself is the most vulnerable. You have to remove the mirror glass first and then look at the two connectors on the back to see if power is reaching the heating element. If not, work your way back.
There are a lot of random pictures of the mirror and how to get it apart
here It's from my 9-5, but the mirror heads are identical and the fixing to the door is only three screws. The black and brown wires are the heater. The others are for the auto dimming function. Also the mirror in the picture are folding ones. But the basic bits are the same.
Attached is a wiring diagram. Item 702 is the "Door Module" which is the electronic box in each door immediately under the the window switches.