Network device and system health management is the foundation of modern network operations and maintenance. Traditional health management methods, relying on expert identification or simple rule-based algorithms, struggle to cope with the dynamic heterogeneous networks (DHNs) environment. Moreover, current state-of-the-art distributed anomaly detection methods, which utilize specific machine learning techniques, lack multi-scale adaptivity for heterogeneous device information, resulting in unsatisfactory diagnostic accuracy for DHNs. In this paper, we develop an LLM-assisted end-to-end intelligent network health management framework. The framework first proposes a Multi-Scale Semanticized Anomaly Detection Model (MSADM), incorporating semantic rule trees with an attention mechanism to address the multi-scale anomaly detection problem in DHNs. Secondly, a chain-of-thought-based large language model is embedded in downstream to adaptively analyze the fault detection results and produce an analysis report with detailed fault information and optimization strategies. Experimental results show that the accuracy of our proposed MSADM for heterogeneous network entity anomaly detection is as high as 91.31\%.