Marvel: 12 MCU Theories That Make Appalling Sense
4. Heimdall Has An Infinity Stone
The Theory
The missing Soul Stone has already been seen in the MCU: it's what grants Heimdall his unprecedented magical sight that helps him protect Asgard. That's not good news for him, frankly.
The Evidence
In Thor: The Dark World, Heimdall himself is quoted as saying he can see all the souls in the nine realms, and Thor's vision in Age Of Ultron seemed to suggest that the coming doom he foresaw (which very much played into Thanos' rise more than just Ragnarok) would lead to Heimdall's eyes being removed.
You'd have to suspect Thor isn't aware of that, since he sends the Aether to Knowhere believing it unsafe to have two Stones in one place (because the Tesseract is on Asgard), but that doesn't really change anything. Who is to say Heimdall is even aware himself?
On top of that, the only flash we've seen of the Stone saw it confirmed as the same colour as Heimdall's unique eyes.