"should be buried at the cross-roads"
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Crossroads
Creative Commons AttributionCrossroads - Credit: Dominic Alves
Traditionally, those who committed suicide were denied burial in the consecrated ground of a churchyard.  Instead, they were interred at a crossroads, a place of no identity and little peace.

According to the law of the time, drinking oneself to death was tantamount to committing suicide, so Heathcliff is right to suggest the cross-roads for Hindley's grave.  However, if Hindley were officially declared to have committed suicide, his property would be claimed by the Crown, and Heathcliff would be unable to gain possession of it.  Hence Heathcliff does not press the point, but allows Nelly to perform a proper burial to safeguard the property.