The normal way to create a triangular heatmap is to mask away the not-needed part. Nothing will be drawn there, the original background color will stay visible. If you draw a second heatmap, it also will only draw where it isn't masked away.
Here is some code to demonstrate the idea.
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
sns.set_theme(style="white")
rs = np.random.RandomState(112358)
d1 = pd.DataFrame(data=rs.normal(size=(100, 10)), columns=[*'abcdefghij' ])
d2 = pd.DataFrame(data=rs.normal(size=(100, 10)), columns=[*'abcdefghij' ])
corr1 = d1.corr()
corr2 = d2.corr()
mask1 = np.tril(np.ones_like(corr1, dtype=bool))
mask2 = np.triu(np.ones_like(corr2, dtype=bool))
fig, ax = plt.subplots(figsize=(11, 9))
sns.heatmap(corr1, mask=mask1, cmap='PRGn', vmax=.3, vmin=-.3,
square=True, linewidths=.5, cbar_kws={"shrink": .85, "pad":-.01}, ax=ax)
sns.heatmap(corr1, mask=mask2, cmap='RdYlBu', vmax=.3, vmin=-.3,
square=True, linewidths=.5, cbar_kws={"shrink": .85}, ax=ax)
# the following lines color and hatch the axes background, only the diagonals are visible
ax.patch.set_facecolor('grey')
ax.patch.set_edgecolor('yellow')
ax.patch.set_hatch('xx')
plt.show()

About the new question, to combine a pairplot with a triangular heatmap. As a pairplot is a figure-level function, it creates its own figure with subplots. It should be created first.
As a second step, a special ax for the heatmap can be created, using the positions of the pairplot's subplots. Setting its facecolor to 'none' makes it fully transparent (the default would be white, hiding everything behind).
Adding a colorbar can be more cumbersome, as the pairplot doesn't leave a good spot to position it.
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
def hide_current_axis(*args, **kwds):
plt.gca().set_visible(False)
rs = np.random.RandomState(112358)
d1 = pd.DataFrame(data=rs.normal(size=(20, 5)), columns=[*'abcde'])
e = sns.pairplot(d1)
e.map_upper(hide_current_axis)
(xmin, _), (_, ymax) = e.axes[0, 0].get_position().get_points()
(_, ymin), (xmax, _) = e.axes[-1, -1].get_position().get_points()
ax = e.fig.add_axes([xmin, ymin, xmax - xmin, ymax - ymin], facecolor='none')
corr1 = d1.corr()
mask1 = np.tril(np.ones_like(corr1, dtype=bool))
sns.heatmap(corr1, mask=mask1, cmap='seismic', vmax=.5, vmin=-.5,
linewidths=.5, cbar=False, annot=True, annot_kws={'size': 22}, ax=ax)
ax.set_xticks([])
ax.set_yticks([])
# ax.xaxis.tick_top()
# ax.yaxis.tick_right()
plt.show()

As mentioned in the comments, an approach more faithful to seaborn's philosophy would be to color the axes of the upper right subplots according to the correlation together with a numeric display. I couldn't find example code, here is my attempt:
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.stats import pearsonr
def corrfunc(x, y, **kwds):
cmap = kwds['cmap']
norm = kwds['norm']
ax = plt.gca()
ax.tick_params(bottom=False, top=False, left=False, right=False)
sns.despine(ax=ax, bottom=True, top=True, left=True, right=True)
r, _ = pearsonr(x, y)
facecolor = cmap(norm(r))
ax.set_facecolor(facecolor)
lightness = (max(facecolor[:3]) + min(facecolor[:3]) ) / 2
ax.annotate(f"r={r:.2f}", xy=(.5, .5), xycoords=ax.transAxes,
color='white' if lightness < 0.7 else 'black', size=26, ha='center', va='center')
rs = np.random.RandomState(112358)
d1 = pd.DataFrame(data=rs.normal(size=(20, 5)), columns=[*'abcde'])
g = sns.PairGrid(d1)
g.map_lower(plt.scatter, s=10)
g.map_diag(sns.histplot, kde=False)
g.map_upper(corrfunc, cmap=plt.get_cmap('seismic'), norm=plt.Normalize(vmin=-.5, vmax=.5))
g.fig.subplots_adjust(wspace=0.06, hspace=0.06) # equal spacing in both directions
plt.show()
