BidDaddyMSU I say take a feat, and more specifically I say take the feat: Resilient (Constitution). Here's why:

1. Having an 18 wisdom character before factoring in your first ASI is already above the curve (I'm guessing rolled stats here). Generally a level four cleric is choosing between a feat and 18 wisdom, not a feat and 20 wisdom. As such your wisdom will be in line with expected numbers in the bounded math system of 5e regardless of increase at this level.

2. The cleric spell list is concentration heavy, including many of their best options like Spirit Guardians and Bless. The tempest cleric will be unlocking Call Lightning at 5, which I'm sure you wall want to use, because what the heck is the point of being a tempest cleric if you're not going to bring lightning down on your enemies. Maintaining concentration on these spells is super important and is what makes them such powerful effects. With only a 13 constitution and no proficiency, your concentration saves are rather weak at the moment. Rounding the score up to 14 and providing proficiency is a huge boost in your ability to maintain concentration when you're taking the front line.

3. Warcaster is the other obvious feat for concentration management and something I suggest for later in the build, but I think Resilient (con) is the better first layer for this build to pick up. Resilience gives proficiency to all con saves, not just concentration and bumping con up to 14 means more HP. Resilient provides general survivability while also improving concentration saves.

4. Heavy Armor Master is fine if strength is a vital part of your build and rounding it up means a lot to you. I don't think that's the case with your average wisdom focused tempest cleric. It's a half-feat and half-feats are at home on builds with odd ability scores in their primary stat. The defensive feature is nothing special, it's just nice to get it alongside a meaningful stat increase. Since you seem to be after a more tradition wisdom focused build I think it's superfluous. Resilient (con) also provides general survivability while helping with what you care about most when taking the front lines: concentration.

5. I really can't stress how important good concentration saves are for clerics. Especially if you want to take the front line.

Heavy armor master is good now, but will do less and less for you. By level 10ish, it won’t do much at all. At that point lots (practically all) of enemies have magical attacks/weapons or do damage types that bypass the DR entirely.
Wis bump is always good.

But I’d go warcaster at level 4. Then wis at 8. Without warcaster, you have trouble casting spells with somatic components (assuming you’re sword and shield). Also adv on concentration and cantrips for OAs don’t hurt.
Also switch dex or str with con. As a dwarf, you don’t need the 15 str for heavy armor, and with warcaster, you can just spam sacred flame or toll the dead instead of worrying about your melee weapon. And in heavy armor, you won’t get as much use out of the dex. Con will help you with hp and concentration saves (bless, call lightning, and more). Higher str is probably better thematically and good for some things. Higher dex will help with initiative. But con will do more for you either way.

I missed the 15 dex in your build BigDaddyMSU. If you can switch that with your constitution that would be ideal. I would still take Resilient (Con). Spiritual Weapon + Sacred Flame/Toll the Dead is a combat routine you can use in melee or at range that leaves your hand free and since your wisdom is already better than your strength, it's a pretty easy one to justify adopting. Warcaster getting around somatic components is nice, but there are other ways like the routine above and resilient gives you a larger swath of defensive benefits while still being a very meaningful boost to concentration.

Appreciate all the quick feedback.

I played around with a couple of the scenarios and landed on this, at least for the moment:

Feat: War Caster

STR 15   DEX  11 (was 15, base 15 no modifiers) < -- >  CON   17 (was 13, base 11 +2  for dwarf)   INT 9   WIS 18   CHA 9

HP went from 33 to 39.  +3 CON saving throws. I miss the DEX for all the reasons DEX is good, but wearing heavy armor doesn't use the modifier, so Chainmail = 18 with a shield either way.

Thoughts?

It would be nice to have more dex for sure, but I think that's a luxury and the build has more important priorities. 

I like what you've got going on now, and if using weapons is important to you then War Caster is an obvious first choice instead of Resilient (con). War Caster also gets much better when you actually have a decent bonus to the save, so that +3 is a big upgrade. 

I don't think you will be disappointed with that set up at all, but I still think there is a lot to be said for picking Resilient (con) and getting proficiency in all con saves and not just concentration saves. Con saves are huge for survival and a +6 that grows to +7 at level five is a hefty bump. Your average concentration save is still right around 10 at this level so that +6/+7 means failures will be few and far between. For being slightly worse at concentration saves you get a lot of benefits by becoming proficient in one of the more important saves in the game.

Looks like a solid build.

Yeah I keep playing devil's advocate for resilient (con), but there is absolutely nothing wrong with your setup BigDaddyMSU

I was thinking getting Dex to 12 in case you are using Med armour but looks like heavy armour.  Lots of odd number stats.  Take Int or Cha to 8 to get another point and drop Dex to 10 . Bump Str to 16 if you can.  That 17 Con does nothing if you aren't bumping it with Res Con.  Even with 2 asi's at lvl 4 in Wis,  you will still have an odd number (19) so maybe Con at 16 then your asi's at lvl 4 in Wis gives 18.  Not trying to patronize but 16 or 17 gives the same bonus so I try to avoid odd numbers unless I am bumping them up soon.  If you leave stats like you have then definitely add 1 to Str and Wis at lvl 4.  I don't have a builder in front of me so I am not sure of the point buy numbers.

I would look at playstyle as far as Res Con or Warcaster.  From reading a lot, it looks like Res Con is the better choice if all things are equal.  I think Warcaster shines if you are a sword and board cleric in melee a lot....and if your DM gives you a decent amount of opportunity attacks.  That lets you use Booming Blade.  I posted earlier that with a few rounds set up, you can use Spirit Guardians, Spiritual Weapon and possibly Booming Blade.  All the while using your action to Dodge.  But...if you are going more range and few Opp attacks I would go Res Con.

That build has no means of casting Booming Blade unless the GM adds it to their spell list as a house rule.  As to all the uneven scores, it looks like they rolled stats, and most GMs won't let you tweak that way.

Duh...you are right.  I have been playing a one off with a Hexblade with Warcaster....my bad.  Thanks for clarifying.  My cleric uses Toll the Dead.