Didn't he shoot himself with a gun given to him as a gift? By a certain Fidel Castro? Who was something of a totalitarian dictator?
I mean, the leader of a democratic country having a totalitarian dictator as a dear fried doesn't prove he was plotting to destroy democracy, but it's kinda suggestive. And almost inevitably, by the time you get real proof, it's going to be too late to do anything about it.
And a monarchy isn't incompatible with a democracy.