Many real-world systems can be modeled as networks of interacting oscillatory units. Collective dynamics that are of functional relevance for the oscillator network, such as switching between metastable states, arise through the interplay of network structure and interaction. Here, we give results for small networks on the existence of heteroclinic cycles between dynamically invariant sets on which the oscillators show localized frequency synchrony. Trajectories near these heteroclinic cycles will exhibit sequential switching of localized frequency synchrony: a population oscillators in the network will oscillate faster (or slower) than others and which population has this property changes sequentially over time. Since we give explicit conditions on the system parameters for such dynamics to arise, our results give insights into how network structure and interactions (which include higher-order interactions between oscillators) facilitate heteroclinic switching between localized frequency synchrony.