My guess is acute atherosclerosis/cardiac infarction. ApoE mice don't have this same problem on HFD (http://www.ncbi.nlm.nih.gov/pubmed/26298743) so it is either the added cholesterol or the fact that rats don't have gallbladders. Apparently rats are not just large mice :-).
good luck and keep us posted. Sorry for your troubles here but this is quite interesting.
ApoE is a very important component for metabolism of remnant lipoproteins and for recognition of ApoE containing lipoproteins in a apo E receptor like LDLR or ApoE :Receptor. In ApoE KO rat, there is an accumulation of Cholesterol-rich lipoproteins. Another problem is that wild rats lacks Cholesterol Ester Transport Protein (CETP). As a consequence, rat suffer an acute atherosclerotic disease. by blocking the interaction of Cholesterol-rich lipoproteins like LDL and even VLDL which is a precursor of remnant lipoproteins like intermediate density lipoprotein and high levels of chylomicrons and chyilomicron remnant lipoprotein. because apoE is the unique apolipoprotein which is recognized by ApoE: Receptor.