Krishna is not really “our heavenly father.”
Brahmā is our heavenly father, the Pitamaha, the Param-Parajapati. At best we can perhaps say that Viṣṇu, being the mother/father of Brahmā, is the supreme father. Viṣṇu is also a “father” in the sense that his seed impregnates nature, thus activating the living entities merged in her. And perhaps since Viṣṇu is an expansion of an expansion of Krishna, therefore we can say that “our heavenly father’s mother/father’s origin of his origin is Krishna.”
Besides splitting spiritual hairs, it is important to differentiate Krishna from “our heavenly father” because Krishna is not concerned with responsibilities and enforcing morality and so forth, as a “father figure” is. The purpose of existence is bliss, and Krishna, the original existence, is simply involved in sharing bliss with his distinct parts and parcels. He is not interested in fathering anyone. In fact he prefers to be a child and experience the fatherly love of Nanda.