I don't think the terms "psychopath" or "sociopath" are apt to describe Heathcliff at all. Both terms refer to those of a condition where emotions are far more absent - often empathy and feelings for others aren't felt by sociopaths/psychopaths. There's a disconnect between them and others; that's why so often they do awful things to others, as they have no empathy and feel no guilt.
Cathy and Heathcliff were both intensely selfish people, but I don't think either could be diagnosed as a sociopath. Heathcliff does exact a lot of nasty revenge on others, even others who don't deserve it (Isabella, Linton, Catherine Linton to name a few), but it is emotionally fueled revenge. Heathcliff was horribly mistreated and humiliated by Hindley, and then heartbroken by Cathy, and it's those injuries to him and his pride that leads him to his nasty behaviour. He's a very emotional and passionate character, and extremely embittered, but I would not describe him as sociopathic. I'd say in the second part of his life (after Cathy's death) he became unhinged and fell under psychosis (Cathy's corpse appearing fresh), but being psychotic is very different to being a psychopath/sociopath.
Cathy is more likely to be a sociopath (especially in the novel; the selfishness of Catherine Earnshaw in the original text is quite repulsive) but I still don't see it completely. She is devoted to Heathcliff, and though she hurt him marrying Edgar, it was an act of self-survival and I do believed she hoped to use her wealth to help Heathcliff. She is a selfish creature, but she cares about and loves Heathcliff, that is evident, and at least in this adaption she cares about Edgar and feels guilt for wronging him.
They're both very selfish (and interesting!) characters, but in my opinion with the terms psychopath/sociopath you're barking up the wrong tree.
It's never over, all my blood for the sweetness of his laughter
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