Yes. There are a number of specific gods' laws that bend or completely break "Divine Law." Jishrim's quite literally is "Heed the Divine Law," and "Do not heed the Divine Law." Jax says to chase all opportunities, but obtaining magic is both an opportunity and against divine law. Silas has something similar. Visage has garbled laws which are impossible for most everyone to follow. Ignis has a bunch of laws, number five being not to recognize the other gods. Sallana says basically the same thing as her first rule. I have always assumed this was intentional, as a way for the gods to gain power through loopholes in the game they built for themselves.
That's not to even begin dissecting the Divine Law itself, which requires everyone to respect the council of Exalted Oracles, which we haven't had since the first batch was more or less retconned. "Depowered" may be a better term. I suppose you could say these new "blessed" characters are the new Exalts, but we've yet to have any formal wording of that nature from staff saying this is so. The Holy grounds were supposed to be neutral ground but were constantly the site of violence, including gods v gods no less. It speaks about a Grand Inquisitor that never came about. It says anyone that learns magic is excommunicated, but then makes specific mention that the "four schools" of magic aren't listed and as such are not specifically blacklisted, meaning the gods themselves didn't say you absolutely couldn't have divine and arcane magic, just no "black" magic, whatever that may be (assumed to be grief's magic). Everyone is supposed to make at least yearly pilgrimages to the grand shrine, which is now at the bottom of an ocean. Plus a good deal more I could go into but figure I've proven my point well enough already.
Point is, yes, it's heretical. But as everything stands, What is and isn't heretical is basically up to the specific god or gods the character follows, and even then things are super fuzzy rules wise.