You don't ask for "all" possibilities because there are too many, albeit enumerable. The usual way to collect thread dump would be to run kill -3 periodically and just collect JVM logs. (I assume that you really want to collect data at predetermined intervals.) Then, use Splunk to find them. Alternatively, you can run jstack and dump output to files, then use forwarder to collect those files. Alternatively, you can send output to HEC or Splunk API.
To collect heap dump, I assume that you just want histograms, not full object dumps. (The latter is destructive.) One way to do this is to run jmap periodically and dump output to a file, then use forwarder to collect those files. Another way is to run those commands then send output to HEC, or Splunk API.
