In episode 9 of season 1 of The Man in the High Castle, Obergruppenfuehrer Smith correctly deduces that an earlier assassination attempt against him has been ordered Heydrich. How was he able to make this deduction?
When Rudolph Wegener was arrested by Obergruppenführer Smith, Heydrich personally traveled to America to have Wegener transferred to his custody.
In the scene of his arrival at Smith's office, Captain Connolly oddly knows exactly how much sugar to put in Heydrich's coffee - how could he have time to obtain such information if no one knew of Heydrich's travel plans?
When confronted by Smith, Connolly comes up with some weak explanation, which reinforces to Smith that Connolly betrayed him under Heydrich's orders.