A little update. The heron came back again for breakfast today (4:40 am). Thankfully it didn't manage to eat any of the fish.
It landed near the pond and walked around to a place where there wasn't any fishing wire. Since that place had relatively steep sides, it couldn't get into the water. I think the occasional fountain also helped a little.
It spent only 5 minutes here and then flew off. Not sure if something frightened it, or if it simply gave up. Either way I'm pretty certain it will be back, so I'll make sure that last segment is protected before I get more fish.
For those who are interested, I've uploaded the relevant part from the video caputer (sorry for the poor quality):
http://zone-mr.ath.cx/content/photos/house/Heron1.wmv