The Night Hags in Chapter 6 of Curse of Strahd need a Heartstone to use their Etherealness action.
The module doesn't list this as part of their description.
Do the hags each have a Heartstone?
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The Night Hag's entry in the monster manual states:
[...] Night Hag Items. A night hag carries two very rare magic items that she must craft for herself. If either object is lost, the night hag will go to great lengths to retrieve it, as creating a new tool takes time and effort.
Heartstone: This lustrous black gem allows a night hag to become ethereal while it is in her possession. The touch of a heartstone also cures any disease. Crafting a heartstone takes 30 days [...]
Thus it is rather unlikely that they simply do not have one. In fact, it would probably be more unusual if they didn't have one. Aside from the above quote, nothing is explained about heartstones, so anything that defines what they do besides allowing the use of the Hag's Etherealness feature and "curing any disease" would be up to a GM.