What is wrong with the heating unit if it only blows cold air?

if its a gas heating units then the ploit could be out, or the valve isn't opening up to allow gas into the burn tubes.

If its not allowing gas into the burner tubes, its possible the limits is trip, a flame sensor in front of the bruner tubes could be blow from flames shooting out of the tubes. Or the valve is bad.

If the unit is electic, it will contain 2 to 5 heating elements in it. a Squealor will turn on one element even 90 seconds until the temperature is meet, then it will reverse and start shutting off one element every 90 seconds.

Its is possible that the squealor have lost the 24 volts that is sent to it from the thermostats, or its coil could be bad.

Its possible that the fan fail to come on once, if so there are fuse link in each unit that work like fuses and they could be blow.

The heating coil could be brokem.

Most likely its is the squealor