12 gauge on 30 amp circuit – after thermostat

Sorry, the ONLY way to do this properly is to get the heater on a properly sized 240V circuit. This can be a 15A or 20A depending on what is shared on the circuit and what the distance is (less than a 150' or so circuit run this is not an issue).

If you don't want to do it right and find how the t-stat is wired you may be able to put an integral thermostat right on the unit and un-wire the wall t-stat. This depends on the age and brand of the heater if a t-stat is available for it. It's worth investigating thought. You may find the t-stat is wired right to the unit and has nothing to do with the receptacles.

Most electric heaters that I have seen are direct wired. In other words the line voltage wire does not have a box in the wall the same way a wall switch or receptacle has.

You can remove the heater but if there is no box present you should add a "old work" box to terminate the wires in. since there are units active beyond the one you are removing, yes, those wires will need to be reconnected to carry the circuit to the other heaters. The added box will allow a junction box cover to be attached.