Heterodoxy in a religious sense means "any opinions or doctrines at variance with an official or orthodox position". Under this definition, heterodoxy is similar to unorthodoxy, while the adjective "heterodox" could be applied to a dissident.
Heterodoxy is also an ecclesiastical term of art, defined in various ways by different religions and churches. For example, in the Roman Catholic and Eastern Orthodox churches heterodoxy may describe beliefs that differ from strictly orthodox views but that fall short of heresy.
Read more about Heterodoxy: Islam, Non-ecclesiastic Usage