Supervised smoke detector
The end of line relay is intended to make sure all the detectors have power and all detectors are present.

The wiring for each detector is such that all wires are connected IN and OUT.  At the end of the line a final device, the end of line relay, ensures the the entire circuit is powered.  Note that the IN and OUT wiring to each detector provides the supervision to the entire string.  If you were to say pigtail the wires at each detector and then only use IN terminals then each detector is NOT supervised because that wiring error allows the circuit to function with a detector removed.

For each 4-wire smoke detector, you must actually connect 8-wires to each detector. To maintain supervision you cannot shortcut this with pigtail style wiring.



Heat detectors are just simple 2 wire devices that don't require power.   While they technically  can be mixed with 4 wire smoke detectors on the same zone, for the system to remain listed you would need to use a separate zone for 2 wire heat detectors.