From my understanding, these are the key differences, obviously CzokletMuss will need to clear up any mistakes that I made
Heresy - differing from the Orthodox opinion, but still in communion with the (Orthodox) Church
Apostasy - breaking communion with the Church, denouncing God, Jesus, selected Saints (Saint Markos obviously but there are other big names), and the Emperors
Blasphemy - speaking ill of the Church, God, Jesus, selected Saints, or the Emperors
Heathen - a human (having a soul, Xenoi are not heathens as are animals) that was never a part of the Church.
Xenoi - Soulless animal in human shape, sin to not purge
Witch - Person who swore to serve the Diabolus
For Example, Sophia is without a doubt a heretic, but in her responses to the questions about the Nicene Creed could make her a Blasphemer and maybe a Apostate.