I had a similar problem with my SW-15 although my setup is quite different. Try this. With everything powered down, connect the Y-splitter to the input of the SW-15, and run the single end to the OTHER sub out on the sony. Now LEAVE THE SUB OFF and get into the sony menus; make sure to set the LFE all the way up to "0 DB" and make sure it is not set to "Muted". Also make sure that the Sub is set to "Yes." There are separate LFE level, Subwoofer level, and Sub yes/no adjustments on this receiver. Put the SW-15 gain up to halfway and set your speakers in the Sony to "Small." Stay in the Sony's menu system and start with the Subwoofer level in the Sony at "0 DB", NOW TURN THE SUB ON and go up or down from there adjusting the level by exiting the menu and playing some material with good bass. You may have to adjust the receiver subwoofer level, and the sub gain on the SW-15 again; but this should get you some good, workable results.
I'm running analog outs from a Sony S550 bluray player through the multichannel input of a Chiro C-800 and I had to set the Sony to small to get redirected bass to the sub on anything that had no LFE channel in the mix. If the sub doesn't work with the above procedure, I would say you have an amp issue. The SW-15 is more than powerful enough to rattle the walls!
You might want to upgrade your receiver if you want a more sophisticated bass management set-up since the Heresys are probably not being fully utilized by the small setting in the Sony.
Good Luck and Merry Christmas!
P.S. Also keep an eye out for a blown fuse.