When do non-equilibrium forms of disordered energy qualify as heat? \textcolor{blue}{We address this question in the context of cyclically operating heat engines in contact with a non-equilibrium energy reservoir that defies the zeroth law of thermodynamics. To consistently address the latter as a heat bath requires the existence of a precise mapping to an equivalent cycle with an equilibrium bath at a time-dependent effective temperature. We identify the most general setup for which this can generically be ascertained and thoroughly discuss an analytically tractable, experimentally relevant scenario}: a Brownian particle confined in a \textcolor{blue}{periodically} modulated harmonic potential and coupled to some non-equilibrium bath of variable activity. We deduce formal limitations for its thermodynamic performance, including maximum efficiency, efficiency at maximum power, and maximum efficiency at fixed power. They can guide the design of new micro-machines and clarify how much these can outperform passive-bath designs, which has been a debated issue for recent experimental realizations. To illustrate the general principles for practical quasi-static and finite-rate protocols, we further analyze a specific realization of such an active heat engine based on the paradigmatic Active Brownian Particle (ABP) model. This reveals some non-intuitive features of the explicitly computed dynamical effective temperature, illustrates various conceptual and practical limitations of the effective-equilibrium mapping, and clarifies the operational relevance of various coarse-grained measures of dissipation.

26 pages, 12 figures