As long as you’re not selling the phone afterwards I’d say the only thing stopping you would be the skill and knowledge required to do such a thing and the necessary tools.
Keep in mind most of the parts you’re talking about are to some extent proprietary and specifically designed not to be cross compatible, so that may be a big hurdle
If you’re basically living in one or two rooms in an otherwise unoccupied house then the space heater is probably better since you won’t have to deal with the thermostat being in another area.
If you’re going to need heat in different rooms all over the house then I’d say let the central heat do it’s job. You really don’t want to deal with running around opening and closing vents and having to warm up another room every time you need to go in there. It will be a pain in the ass and probably cost a lot more.