The sources listed in the back of the book for the claim are all primary source diary entries which I've been unable to track online, so naturally I'm curious!
No. Heydrich's father was a man named Bruno Heydrich, who was in no way Jewish. However his father died when Heydrich was young, and so his mother remarried to a Protestant locksmith named Gustav Suss. Suss is a Jewish name which fuelled speculation about his heritage. But Heydrich was in no way Jewish.