If custom data is to be added to the hover template, it must be equal to the data structure of the graph. In this case, it is a heatmap, so multiple arrays of rows and columns are required. I am converting the data from submitted data to a horizontal format to match the data structure of the graph and sorting each of the category columns. The entirety of that data frame is given to the custom data as an array.

import pandas as pd
total = pd.DataFrame(data)
total.columns = ['Estudios de la madre','Estudios del padre','Frecuencia','Porcentaje']

df = total.pivot(index='Estudios del padre', columns='Estudios de la madre', values='Frecuencia')
col_order = ['Primaria o secundaria','Bachillerato','Carrera técnica','No sé','Licenciatura','Posgrado']
df = df.reindex(columns=col_order)
df = df.reindex(index=col_order) 

import plotly.express as px

fig_heatmap = px.density_heatmap(total,
                                 x='Estudios de la madre',
                                 y='Estudios del padre',
                                 z='Porcentaje',
                                 # category_orders={'Estudios de la madre': orden_estudios,
                                 #                      'Estudios del padre': orden_estudios},
                                 text_auto=True,
                                 color_continuous_scale='blues',
                                 range_color=[0, 15])
fig_heatmap.update_coloraxes(colorbar_title='Porcentaje')
fig_heatmap.update_traces(meta=df.values,
                          hovertemplate='Estudios de la madre: %{x}<br>' +
                                       'Estudios del padre: %{y}<br>' +
                                       'Porcentaje: %{z}<br>' +
                                       'Frecuencia: %{meta}')
                             
fig_heatmap.show()
#st.plotly_chart(fig_heatmap, use_container_width=True)

This might be a bug with px.density_heatmap. After running fig = px.density_heatmap(df, x="total_bill", y="tip", hover_data=['size']), the hovertemplate should include the size column, but hovertemplate string doesn't include the correct information.

fig.data[0].hovertemplate
'total_bill=%{x}<br>tip=%{y}<br>count=%{z}<extra></extra>'

For the sake of comparison, if we run: fig = px.scatter(df, x="total_bill", y="tip", hover_data=['size']), we can see that the hovertemplate does include the size column embedded in the customdata:

fig.data[0].hovertemplate
'total_bill=%{x}<br>tip=%{y}<br>size=%{customdata[0]}<extra></extra>'

You probably need to use Plotly graph_objects for the time being to display additional df columns in your heatmap when you hover. I can circle back on this answer to show you if you would like!