Ok so without the data I made the solution with the values of a uniform distribution. Copy-paste your data in the script and it should work as long as they are of NumPy array-like type.
import matplotlib.pyplot as plt
import matplotlib.patches as patches
import numpy as np
import seaborn as sns
fig, ax = plt.subplots(figsize=(15, 10))
data_len = 17
uniform_data = np.random.rand(data_len, data_len)
# np.bool is deprecated in Numpy 1.20
mask = np.triu(np.ones_like(uniform_data, dtype=bool))
heatmap = sns.heatmap(uniform_data, annot=True, fmt='.2f', mask=mask, cmap='YlGnBu', ax=ax)
indices_tuple = np.tril_indices(n=data_len, k=-1)
# first array of indices_tuple: indices on column
# second array of indices_tuple: indices on lines
for col_index, line_index in zip(indices_tuple[0], indices_tuple[1]):
if (np.abs(uniform_data[line_index, col_index]) <= 0.99) and (np.abs(uniform_data[line_index, col_index]) >= 0.4):
rect = patches.Rectangle((line_index, col_index), 1, 1, fill=True, facecolor='red', alpha=0.5)
ax.add_patch(rect)
plt.show()
The idea is to get the indices of all the values of the lower triangle to prevent looping through unnecessary values. The latter values are inspected and if the condition is met, a rectangle is drawn at its position.
You get the following result:

If I correctly understood your problem, this script should do the trick.