I am confused on why you would use Dataplicity verses just using OpenVPN when using a Pi. The WAF shouldn't have to access your HE admin. My wife only cares about if the garage doors and exterior doors are locked. We just use the HE dashboard to control those from a visibility standpoint. And just recently we are now using HomeBridge with HomeKit on our iOS devices to control using Siri.
Dataplicity just adds another layer of potential cloud failure as you direct yourself through a cloud service and then back to your home network. If they have an issue you have no access remotely. Dataplicity is not free...it is free-mium meaning they are getting something from you either about your network topology, packet sizing, whatever. Their certs not yours so they in essence have access to your network and the visibility into your traffic to/from their service.
OpenVPN is quite simple to setup especially if you use the PiVPN Bash script I posted above. And it is FREE! It does all the hard work for you and literally takes a couple minutes to setup, Your hardest part is ensuring you can port forward your firewall to your Pi which you will have to do anyways. VPN clients for every known device (iOS, Windows, Linux, Droid, etc), fast connectivity and easy to create secure personal certs.
Give it a try!