Im guessing he died of cardiac arrest or drowned the Rio Grande is a gusher of a river around there very chilly too very hot air temps ... he probably went into shock wading into the river. 

Forrest Fenn is the real Indiana Jones it is great fun to be following his leads in all respects I grew up in Wisconsin never thought then that I'd be living the life I am today Denver is a great launching pad into the West this treasure hunt has taken me to some very cool and interesting places.  I have deep respect and admiration for Forrest Fenn long may he live considering his cancer surviving (im a cancer survivor too) and roots of hiding his treasure. Good stuff! ;)