heavy features

More like large, protruding, depressed

My Better Half, who is much smarter than I, denies the last

The last might apply

http://onelook.com/?w=pompous&ls=a

More likely just traditional

http://onelook.com/?w=conservative&ls=a

"Heavy features" means facial features which are large, lined, old and probably saggy.

As McT has pointed out, heavy features simply refer to the physical structure of the face. I would not, however, say that heavy features means that the face looks aged. A good synonym would be coarse features--a large nose, heavy brow, a strong jaw line and a large, protruding chin would qualify as heavy features.

Pompous does not mean rash or reckless, and would only be considered impolite by inference. There is nothing in the passage you provided as context which says that this individual "burst" into the room. It really only means someone whose manner is grand, self-important.

I agree with your number three, because the text (if you have rendered it faithfully) capitalizes Conservative. I infer from that that the character being described can be take to be a member of the political party of the same name.

Orthodox and conventional does not simply refer to someone who is law-abiding. Someone who is orthodox and conventional, for example, might consider it bad form to be gratuitously rude to a stranger. It's not against the law to be rude, but an orthodox, conventional person would deplore that, especially someone who is orthodox and conventional to the last degree--which means orthodox and conventional in every aspect of one's character, and to the full extent of orthodoxy and convention.

Yes WB, saggy too

Maybe with a bit less of a smile.

Joe(look up Dick Cheney)Nation

I see you are from China. I cannot imagine an asiatic face as having "heavy" features. That look to me is more from the Mediterranean area, maybe Levantine.
Aristotle Onassis in his later years, there's an example. Ariel Sharon. Sylvester Stallone.

Jack Palance. Lee Marvin.

Thank you~