I assume that dark matter is made of heavy neutrinos.
Within the Standard Model there are no heavy neutrinos. A model beyond the standard model is necessary to posit heavy neutrinos.
One of the models for constituents of dark matter uses supersymmetry with R parity conservation. The lightest supersymmetric particle to which R parity conservation constrains supersymmetric parcicles to decay is called LSP, (lightest supersymmetric particle) . Various candidates depending on the specific model are proposed. These models are a matter of current research. The search for supersymmetry is going on in the LHC data.
But wouldnt they be converted into neutrinos with less mass throygh weak interaction
No, the LSP cannot decay because of R parity conservation, by construction of the model because it is needed to explain dark matter.
Supersymmetry is beyond the standard model, and also beyond current observations. The LSP will be a new particle, if it is seen in experiments.
Everything about dark matter is under research.
