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How were Neanderthals related to Homo heidelbergensis and Homo sapiens?

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Map showing the extent of the Laurentide, Cordilleran, and Greenland ice sheets during the Wisconsin glaciation, roughly 100,000 to 11,000 years ago. The Laurentide Ice Sheet covers most of present-day Canada and parts of the northern United States in light blue, the Cordilleran Ice Sheet covers the Pacific Northwest in teal, and the Greenland Ice Sheet is marked in purple. Modern international and state or provincial boundaries are outlined for reference. — Pleistocene Epoch Ice sheets during the Wisconsin glacial episode penetrated deep into North America.

The evolutionary relationship between Neanderthals, Homo heidelbergensis, and Homo sapiens is a subject of significant study in paleoanthropology.

Homo heidelbergensis: This species is widely considered the ancestor of the Neanderthals. Evidence suggests that a population of H. heidelbergensis migrated out of Africa into Europe, where they underwent a process of diversification that eventually culminated in the emergence of the Neanderthals (H. neanderthalensis). Some researchers also attribute certain fossils, such as those found at the Atapuerca site in Spain, to either H. heidelbergensis or archaic H. sapiens.12
Homo sapiens: While H. sapiens and Neanderthals are often classified as distinct species, genetic evidence confirms that they interbred after H. sapiens migrated out of Africa. Modern Eurasians carry approximately 2 percent Neanderthal nuclear DNA, indicating that the two groups were not entirely reproductively isolated. Despite this, they are anatomically distinct; the lineages leading to each are estimated to have split at least 136,000 years ago.21

Ultimately, while H. heidelbergensis represents a common ancestral root, H. sapiens and Neanderthals evolved along separate, though occasionally interacting, paths.1