There are two points I should make:

• First, when we talk about "heavy cavalry" this is more about the way cavalry was used, than the actual specifics of their armor. Generally heavy cavalry was cavalry that was used to charge directly at the enemy en masse and destroy them with lances and whole mass of the charging cavalry. The actual extent of the armor evolved significantly over the centuries. Of course a Byzantine clibanarii from the 8th century was not as armored as XV century knight.
• As far as the Bulgarian heavy cavalry, there are numerous sources that it existed - from the Byzantine strategicon, which described heavy cavalry used by the Bulgarians and their armor, through Byzantine sources depicting specific events (like Khan Krum's punitive raid in Thrace where he supposedly sent 30 000-strong cavalry clad in iron from head to toe) to inventory lists which have been uncovered depicting the inventory various lords had to maintain that included armor not just for the riders but for the horses as well.