The body of the laser is referred to as the "host". You would say WL Lasers have fancy hosts. Heat sinking refers to the lasers ability to dissipate heat from the diode. If a laser diode is not cooled off as it heats up, it will burn out, ruining your laser. The heat sink is the part surrounding the diode. On some lasers it is partially visible, but many have it encased within the laser host.
most lasers have lenses that are pretty easy to replace, or even switch out for another. Many of mine have this ability. 445 lasers have stable outputs, they typically peak quickly, then slowly loose power as battery discharges and diode heats up. to achieve full power again, it must cool off and have full batteries. Most laser wavelengths have this pattern of power output. DPSS (Diode Pumped Solid State) lasers have unstable outputs. 532nm (green) lasers are DPSS. They are far less energy efficient. Really DPSS is a whole other subject I could write more about, but it is pointless unless you plan to get one, as 445nm lasers are not DPSS.
I don't know exactly how much power the one I plan to get will have, only that it will be at least 3W, probably more. Every diode is a little different, even two of the same make and rating will be. there are freakishly good ones and duds alike