Hegg was shot down on 23 September 1944 after his B-26 Marauder "Evasive Jenny" was hit by flak and caught fire while on a mission to Venlo, Netherlands.

Hegg safely escaped the aircraft and landed in the Netherlands. Grace Price helped him to evade capture by initially pretending she was courting him, and later at immense personal risk sheltering Hegg with her family.

While evading Hegg adopted a false identity as Grace's brother, who was both speech and hearing impaired.

Hegg was eventually returned to Allied hands with the assistance of Allied ground forces.