See above. "Which cats are those?" would indicate you are looking at a particular group of cats and wanted to know something about them that would be between several options.. "Which cats are they?" is used when you have been talking about a group of cats so that they may have become familiar in your mind and are looking for them among other groups of cats. I could answer your question. "Those are not mine. Those are the neighbor's cats."
Which cats indicates a choice. I am perhaps at the pound and I tell my daughter that I saw some really cute cats here the other day. Several cats in this cage, more in another, and still more in cages beyond. She asks me "Which cats are they?" and I answer "The ones on the far right in the top cage."
"What cats are they?" would be an entirely different question. One might answer "They are Persian cats."