Heartgard has ivermectin, which should only be used in Collie breeds with extreme caution. Shelties are one of the breeds that carry the MDR1 gene mutation (MDR = Multi Drug Resistant gene). Over here it's called "the Collie gene". Even though heartworm meds only contain low doses, my understanding is the ivermectin can build up - and perhaps adding the Frontline on top (even tho it doesn't have ivermectin) as enough to tip him over.
Although the gene sensitivity is thought to require two copies of the gene to show, my male sheltie has only one but still has the sensitivity.
I would definitely take him off the Heargard and get him tested. I really wish these meds would carry a warning for Sheepdog/Collie breeds.