On the basis of purely their electronic properties, semiconducting alkali and alkaline earth metal based Heusler alloys have been identified as potentially promising thermoelectrics. Their thermal transport properties are decisive and help to further gauge this potential. This motivates us to systematically investigate lattice properties of three eight valence electron Heusler alloys, namely, ${\mathrm{Li}}_{2}\mathrm{NaSb}, {\mathrm{Na}}_{2}\mathrm{KSb}$, and ${\mathrm{K}}_{2}\mathrm{CsSb}$, using first-principles approaches. On the basis of both qualitative and quantitative descriptors (assessing covalent bonding, the atomic displacement parameter, the phonon density of states, the Gr\"uneisen parameter, the phonon group velocity, and the phonon lifetime) we analyze in detail the lattice degrees of freedom and their contribution to thermal transport. Out of the three materials, ${\mathrm{Na}}_{2}\mathrm{KSb}$ and ${\mathrm{K}}_{2}\mathrm{CsSb}$ exhibit surprisingly low lattice thermal conductivity, which we can attribute to the anharmonic rattling of the loosely bound alkali atom in the crystal lattice. ${\mathrm{K}}_{2}\mathrm{CsSb}$ has a lattice thermal conductivity two times lower than that of SnSe, a material with a record figure of merit.