If you've collected a heart, it disappears, meaning you collected it. But if not, and a teammate passes through it(with full health of course) then it will say "Health at Max". If you have collected it, it still says the same message, but no heart.
To be clear:
If collected, heart disappears and shows the message. If not collected, heart stays where it is, still says message.
@OP
I haven't seen this bit yet, but merging it with the principle(or whatever) I gave Klipik, then its the same.
Also in the clockworks, you see "health at max!" message appear out of thin air when party members run over hearts you've already collected.