The photos of Linnea and Paris as children were real photos of the actresses playing the roles.
Heavy Metal's suit was made by J. Matthew Root, the actor playing the part. Furthermore, the flamethrower, which was a real, working flamethrower, was made by his brother Ben Root.
Director and VFX artist Colin Theys previously created an effect similar to the crawling slugs in the short film Life, Death, Afterlife, Etc. (2007), on which he also served as VFX artist. The short featured a small chunk of brain that came to life and crawled around. They were created using a refined version of the same technique.
The CGI floating orb was conceived in post-production. It was also decided in post that the alien's face should occasionally be visible through the visor and that it should breath, with occasional puffs of steam shooting from its visor.