Yes I too thought the mosquito chat meant that Mathilde was somehow affected by Heracles already. If Madeleine's father had been in Spectre, somehow she could have been distantly actually related to some of the other people in it perhaps, and the nanobots were programmed to find some genetic feature that she might have had and thus Mathilde too. And as Mathile was smaller ,I thought maybe it was a tiny infection or something. But it wasn't to be.
We left just thinking 'what?' surely he survives somehow, he always does. And wondering how the next films would deal with him coming back. Because it is too lucrative an enterprise to kill him off totally.
I noticed Madeleine's footwear too, thought it looked ridiculous in the situation, nice as the shoes might have been.
Did Madeleine have a sister at the beginning in the remote lake-house, who was shot too?
I thought it was a little lacking in plot, despite some promising ideas, and a bit too heavy on all the chases and shoot outs and so on. I always get a bit lost in those as to what is happening and who is killed or not, and am just waiting for the fall out to find out how the plot will go on .