I had to add a new method to the MySQLiSort object to make this easier to do. I've gone ahead and updated your live page with the correct files and syntax. I only implemented the CategoryName column. You should be able to copy that syntax for the others.
<i class="coffeecup-icons-arrow-<?php echo($sortWADAproducts_1->activeSort("CategoryName")=="DESC"?"up":"down"); ?>">