This poem is something of a eulogy to Hardy’s dead friends. The speaker refers to them as “group of local hearts and heads.” Both of these are great synechdoches, parts that stand in for a whole. Thus “group of local hearts” refers to his friends’ inner beings and “heads” refers to his friends’ intelligence and intellectual capabilities. The speaker is in a way having a conversation with distant friends and when they speak they share the freedom they now feel. In particular, “death gave all that we possess.” This line can be interpreted to mean that they no longer fear death.
This is a particularly straightforward poem about love and sleep. It has certain elements of the Gothic, such as the description of his love’s “smooth skinned…bare throat need to bite.” This line brings about images of vampires, hence the reference to the Gothic. The rest of the poem, however, does not rely on any Gothic images and instead focuses on details of the woman’s face. Delight is capitalized but not personified. I think it is capitalized for emphasis, in order to give the word more weight.