Heterodoxy is correct
From the OED:
1659 J. ARROWSMITH Chain Princ. 317 That preamble, which the daring Heterodoxie of some modern writers put me upon. 1673 MARVELL Reh. Transp. II. 32 No Man's Shooe wrings him the more because of the Heterodoxy, or the tipling of his Shooe-maker. 1837 CARLYLE Fr. Rev. II. IV. ii, Does the reader inquire..what the difference between Orthodoxy or My-doxy and Heterodoxy or Thy-doxy might here be? 1869 RAWLINSON Anc. Hist. 519 The establishment of Christianity as the State Religion..turned the attention of the rulers..to minute questions of heterodoxy and orthodoxy.