I'm really sorry about your loss. Losing an animal is always hard.
I'm just speculating, but was he laying in any type of awkward position? If so it could be due to a fall from heights. Although they are well-suited for the heights and falls, there are always freak accidents.
If you still have the body, you might want to check the airway. You said that he was feeding the night he died. There's always the possibility of a cricket blocking his airway and causing him to suffocate.
Again, I'm sorry about your loss, but maybe one of my solutions can shed some light onto his death.