They speculate he was shot with a bullet that was poisoned—some sort of germ warfare to ensure his death.
Heydrich died from perionitis, caused by horsehair and pieces of the the metal springs from the car seat that entered his body after the bomb thrown by one of the Czechs exploded outside Heydrich’s car. the Sten gun, carried by the other Czech jammed, and failed to fire. If the Germans had had penicillin, Heydrich would probably have lived.