What people also often forget is really the 1.4's are city cars and are not really built for motor way driving.
In no way. shape or form can the 25/ZR be considered a 'city' car.
29mpg is a lot les than I would expect from a ZR 105, even with a heavy booted driver at the wheel. On a long steady motorway run I would expect nearer 40mpg. an overall average in all driving conditions, perhaps mid to high thirties.
There are any number of things which could contribute to higher than expected fuel consumption, and it may well be a combination of things.
Low tyre pressures (or even the tyres themselves) can affect fuel consumption, but on their own, even tyres which are half flat are not likely to give a massively noticeable higher rate of usage. Likewise, if the brakes were binding to that degree, you would notice the braking effect at low speeds, and would feel the heat from the wheels.
Sensorwise, a faulty engine temperature sensor (on the coolant elbow at the front top right of the engine as you stand in front of the car) could make the ecu think the engine is cold and increase fuelliing, or a faulty lambda sensor could also give misleading information to the ecu.
A failed (permanently open) thermostat will make the engine run cooler than normal, which in turn will affect fuelling via the information the ecu recieves from the coolant temperature sensor. This affect would be more pronounced at higher speeds where there is a high flow of cooling air through the radiator. If the thermostat has failed and is permanently open, you will find the temperature gauge will fluctuate whilst driving - it will rise to the normal position (just below the halfway mark) at low speeds or when at a standstill, but will drop back at higher speed.
The heater staying cold for 10 minutes sounds a bit unusual - some slight heat normally starts to be felt from the vents after only a few minutes, and the heater should be producing fully warmed up air within the ten minutes you refer to. However, as yours is a Mk2, lack of heat from the vents, or only getting heat at higher speeds, could be due to a failed SAAB valve which doesn't affect the engine temperatures at all.
If the car has had a service only a few months ago, and had the oil, air filter and plugs replaced, I would think it unlikely that a service again would make any difference. An old fuel filter which is becoming blocked is likely to see reduced engine performance rather than higher fuel consumption.