Multiple sources -- connected to Prodigy and the investigation into his death -- tell us he choked on the egg ... however, it's still unclear if that ultimately caused his death. We're told officials are trying to find out if it was the choking or the sickle cell symptoms he'd been battling for days.

We're told Prodigy had to be pulled out of a fan meet-and-greet event after Saturday night's concert in Las Vegas ... because his security team noticed he was struggling. It appears his sickle cell was exacerbated by extreme desert temps -- it was reportedly as hot as 110 during the concert. The disease made him prone to dehydration and weakened his immune system.

We're told on his way out of the venue, Prodigy told Ice-T goodbye ... and headed to his hotel to get some rest.

His condition worsened -- his publicist says Prodigy had to be hospitalized some time after that.