I assume this program is no longer functional?

The webhosts I use have blocked external access to their database and I don't suppose there is any workaround?

Of course there is. It is very normal MySQL or MariaDB is only reachable directly from within a certain network area. Many webhosts provide SSH access, mainly for uploading files per SFTP and/or providing a shell access. HeidiSQL can connect you per SSH tunnel, which is a two-point login then.

The help page has a simple example how to set up a SSH tunnel connection. If there is something unclear feel free to ask.

Thank you, but I no idea how SSH works. I don't even know if this is some 3rd part thing I would have to setup myself or something my web host should have.

The hoster provides SSH access or not. You cannot install it yourself on the server. You need to ask your hoster if he provides SSH access for you, and if yes, if you can use it as a tunnel to the MySQL server.

I have spoken to the host, and they do not provide SSH.

That sounds like a poor provider. MySQL is there but no SSH .

No it is a rather good host. They don't provide SSH for security reasons. The main guy that runs it is a geek.

And how do you transfer files then, per FTP?

FTP is unencrypted. Unless it's SFTP, which is again using the SSH protocol.