  Heterostructures of van der Waals bonded layered materials offer unique means
to tailor dielectric screening with atomic-layer precision, opening a fertile
field of fundamental research. The optical analyses used so far have relied on
interband spectroscopy. Here we demonstrate how a capping layer of hexagonal
boron nitride (hBN) renormalizes the internal structure of excitons in a
WSe$_2$ monolayer using intraband transitions. Ultrabroadband terahertz probes
sensitively map out the full complex-valued mid-infrared conductivity of the
heterostructure after optical injection of $1s$ A excitons. This approach
allows us to trace the energies and linewidths of the atom-like $1s$-$2p$
transition of optically bright and dark excitons as well as the densities of
these quasiparticles. The fundamental excitonic resonance red shifts and
narrows in the WSe$_2$/hBN heterostructure compared to the bare monolayer.
Furthermore, the ultrafast temporal evolution of the mid-infrared response
function evidences the formation of optically dark excitons from an initial
bright population. Our results provide key insight into the effect of non local
screening on electron-hole correlations and open new possibilities of
dielectric engineering of van der Waals heterostructures.
