I just checked with your same setup and I can tell you a clean rom of Pokemon HeartGold with the newest usrcheat.dat works great. My guess is you're using a patched rom or you need to delete the .cc files from all your attempts to get cheats to work. Some people found success when they ran into this issue by reducing the number of cheats for the game by using the R4cce program.
Also, obtain the newest version of the usrcheat.dat file, by downloading DS-Scene Rom Tool.