When it comes to humans, all Witches are Heretics, but not all Heretics are Witches.
In the same vein, it's impossible for a Xenos to be a Heretic. To be a Heretic requires one to have been initiated into a faith and to then begin preaching a non-authorised version or interpretation; no filthy Xenos would ever be allowed to join the Imperial Faith, so at best all they can be are blasphemers.
That's why Witches are the worst; because they can be Heretics or Xenos and blasphemers as well!