Nonlinear transport coefficients do not obey, in general, reciprocity relations. We here discuss the magnetic-field asymmetries that arise in thermoelectric and heat transport of mesoscopic systems. Based on a scattering theory of weakly nonlinear transport, we analyze the leading-order symmetry parameters in terms of the screening potential response to either voltage or temperature shifts. We apply our general results to a quantum Hall antidot system. Interestingly, we find that certain symmetry parameters show a dependence on the measurement configuration.