What happened to Henry VIII's bastard sonWm Fitzroy Duke of Richmond?

After Henry's death, Edward was only 9. He could not rule legally at that age and had to wait until he was 18. At 15, he became very ill and died. Therefore, he never legally took the throne In his Act of Succession, he left his cousin Lady Jane Grey as Queen. She ruled for 9 days. Mary I then took the throne from her and had her beheaded.