You make a good point about serial killers not always having a sado-sexual element, though I believe that the following is true: most are white males most have an element of sexual sadism there's a brutality escalation over time
About the psychopathy-sociopathy thing: the short answer is "no" for both. Psychopaths are characterized by the absence of concience, which inevitably leads to breaking the law repeatedly.
Hmmm, I googled "psychopathy" and found this interesting page: