C&F poses the question and here's my totally off the cuff answer: it depends.
Sure, as far as federal law is concerned a county sheriff is a State official. As a practical matter, that just makes sense. The federal government deals with the State as a whole and the inner workings of the State are not its business (unless, of course, the State should want to do something as evil as mimic the Great Compromise in setting up two houses elected in different manners). Whether the constitution and laws of a State leave power in the hands of local municipalities and their officials or set up the governor as the person with almost all the power, the federal government should only care about the application of power by the State.
On the other hand, whether an official is a State actor within the State is entirely a question for that State. Should the State (or one of us 4 Commonwealths) choose to organize itself with a rudimentary State government and actually concentrate 95% of the political power at the county level with its own constitution, laws, and precedent declaring that officials are actually "county" officials then they're county officials as far as the State is concerned. Of course, this would be a State by State matter.