FWIW, I’d agree with everything that @JRutman said (and Jer’s on top of his game when it comes to this subject).
I might suggest, though, that Heydrich’s travel destination for that day might provide some clues or context for which uniform he was wearing and carrying.
For travel, the field gray with standard leather accoutrements would seem most appropriate. Unless he was expected to get off the aircraft and immediately attend some formal event, comfort and avoiding messing up a formal dress uniform would probably have been his concerns.
If he was expected to attend some formal event or presentation after he arrived, the dress uniform would have been selected accordingly. A daytime event, such as a parade or awards presentation might suggest the black uniform, especially if there was to be some sort of media / PK present to take photos, etc.
A formal evening event, such as a dinner with other high-ranking officers, pols and diplomats might suggest the light gray for evening wear. (This not being in the summer, white formal mess dress was probably not appropriate. By 1942, that was probably not often worn period.)
On the other hand, if the trip was for essentially “working” purposes (planning conferences, tours of some facility or training site, etc.), his spare uniform might have just been another field gray change.