I think that the question exaggerates the amount of confusion over the names in Wuthering Heights. The convention of the place and period is that women took their surname from their father, and then changed it to their husband’s when they married. Emily Brontë could be certain that her readers would be familiar with this social convention.
The name Catherine ...
In Standard American English, the word dinner has come to mean the meal eaten in the evening, or at night. Previously - and still in some dialects of English - dinner had this meaning:
1 a : the principal meal of the day
Whether this largest meal was served around lunch time (midday), or around ...
TL;DR: Heathcliff’s ethnicity is ambiguous. To the other characters, his appearance strikes them as foreign, but they cannot say with any certainty where he appears to be from. Mr Earnshaw’s unsatisfactory account of Heathcliff’s origins, together with his preference for the boy, lead us to suspect that Heathcliff may be his illegitimate mixed-race son.
Heathcliff's precise ethnicity is still open to debate. In the mid-nineteenth century, the term "gypsy" could refer to a Romani individual, or it could more be used to describe someone who appears "non-English". Perhaps he is either Eastern or Southern European, or part-Indian.