If you're already on a radar heading then you must have radio contact. You wouldn't or shouldn't be getting CPDLC instructions. I would check with the sector that you're talking to to see what they want you to do.
Sorry I should have clarified, yes you already have voice contact established too. So ATC gave a radar heading via voice, then later gives a contact message via CPDLC. I was just wondering if the CPDLC message with the next sector frequency included any reitiration to report the heading.