Strictly, a semi-colon should be used in your examples, thus:
"I saw those heavy people; they were crossing the road."
"I saw those heavy people; people are weighing them."
In each case, you have two clauses that are themselves complete sentences, so they cannot be separated by commas. 'Those' is being used as an adjective, i.e. it refers to the noun 'people' that accompanies it.
Just to complicate it, though, 'those' can be used as a demonstrative pronoun, thus:
"He gave those to his fellow-rider."
In my example, 'them' could be substituted for 'those'; both are pronouns, i.e. they stand in place of nouns. For example, if 'those'/'them' refers to energy drinks, then the pronoun stands in place of the noun "drinks":
"He gave the drinks to his fellow-rider."
'Them' cannot be used as an adjective and, as you say, "them heavy people" will always be wrong.
As a pronoun, 'those' is slightly stronger than 'them'. It suggests 'those particular ones', where special effort has been made to define which ones:
"John bought some apples and gave them to his mother."
but:
"John picked out the best apples. He gave those to his mother."
This is why 'those' is a demonstrative pronoun and 'them' is not. However, this is just a shade of meaning, and in many cases either pronoun could be used.