Neandertalensis and denisova may have evolved as populations with no heidelbergensis left with whom to breed, unless they evolved first in one small area and then migrated... this is not known.<quoted text>
And therefore Neanderthal and Denisovans came from Heidelbergensis and most likely mixed with Heidelbergensis themselves. You make assumptions of bones being found in Africa of Heidelbergensis meaning mixed breeds then it should be the same from Europe then too. Also Heidelbergensis also evolved into Neanderthal in Africa as well.
What IS known is that the remains in Siberia which were the first denisovans known have been found to have mixed with neandertalensis AND with another unknown species. This 3rd species may well have been heidelbergensis, or another species which also evolved from it.
Neandertalensis did not evolve in Africa. In northeast Africa, sapiens evolved from heidelbergensis.