Supp. Fig 1

Overlap 2 A Overlap 1 Overlap 2 Overlap 3 Overlap 1 Overlap 3

HLH_up COVID-19_PBL_up COVID-19_PBMCs_up COVID-19_swab_up COVID-19_swab2_NIRD/OIRD_up COVID-19_scRNA cohort1_up COVID-19_scRNA cohort2_up

B No overlap

HLH_down COVID-19_PBL_down COVID-19_PBMCs_down COVID-19_swab_down COVID-19_swab2_NIRD/OIRD_down COVID-19_scRNA cohort1_down COVID-19_scRNA cohort2_down

Selection of common differentially expressed (DEGs) across different COVID-19 datasets and the HLH dataset. (A and B) Venn diagrams displaying the number of up-regulated (A) and down-regulated (B) DEGs present in each dataset grouped by sample type (Overlap1; blood samples, Overlap2; swab samples) and sequencing platform (Overlap3; single cell RNA sequencing (scRNAseq) samples) and their intersections showing number of overlapping genes (bold) between COVID-19 datasets and the HLH dataset. Datasets are differentiated by colors according to legend. Supp. Fig 2

A B

DotPlot by GO

secretory vesicle exocytic vesicle multivesicular body membrane Adjusted.P.value primary lysosome 0.04 lysosome 0.03 melanosome DotPlot by GO 0.02 pigment granule 0.01 secretory vesicle multivesicular body exocytic vesicle azurophil granule specific granule Adjusted.P.value multivesicular body membraneGO cathegory Combined.Score primary lysosome late endosome membrane 0.04 2000 lysosome lytic vacuole 0.03 4000 specific granule lumen melanosome 0.02 6000 secretory granule lumen pigment granule 0.01 multivesicular body azurophil granule lumen azurophil granule 0 2000 4000 6000 specific granule Combined.Score GO cathegory Combined.Score C 13 D 12 14 late endosome membrane 2000 12 15 lytic vacuole 4000 13 14 11 13 16 specific granule lumen 6000 secretory granule lumen 1415 11 17 azurophil granule lumen 12 0 102000 4000 6000 Combined.Score 1615 18 10

11 RAB27A RAB27A AP3B1AP3B1 UNC13D PRF1UNC13D STXBP2STX11 PRF1 AP3B1 STXBP2STX11STXBP2 LYST −Log10 p.adj LYST PRF1PRF1 LYSTLYST −Log10 p.adj STX11 LYST −Log10 p.adj STXBP2STX11 AP3B1 UNC13D STXBP2 9 PRF1UNC13D STX11 RAB27A UNC13DRAB27A 44 AP3B1RAB27A 4 3 3 9 3 22 10 2 1 8 1 1 1 1 00 0 8 9 2 2 7 2 8 7 3 3 3 6 7 4 6 4 4 5 5 6 5

Molecular relationships between COVID-19 and fHLH. (A and B) Dot plots of most significant (A) cellular components (CCs) and (B) biological processes (BPs) enriched by the 7 genes causing fHLH due to inborn errors of immunity. Enriched signaling pathways were analyzed by Ontology CC and BP 2021 databases using the Enrichr online tool. (C and D) Circular heatmap showing the 7 fHLH genes and their association with the (C) CCs and (D) BPs. CCs (1-15) and BPs (1-18) are numbered as shown in A and B, respectively. -Log10 of adjusted p value shows the enrichment of each term. Supp. Fig 3 A Gene Expression

40 20 0 −20 Gene ANXA3Expression SLC2A3 ARG1 FCAR CD55 IL1R1 CEACAM1 IL1RN MGAM IL1RAP TNFAIP6 SOD2 IL1B ABCA1 MMP8 20 TCN1 CEACAM6 CRISP3 MMP9 10 ADGRG3 LRG1 CEACAM8 0 OLFM4 ABCA13 DEFA4 −10 CTSG LTF CAMP MMP8 PGLYRP1 SLPI S100P CXCL16 CXCL16 FURIN FURIN MPP1 GPR84 CYSTM1 IL1R1 CD177 MCEMP1 C3AR1 IL1RAP IL10 CLEC5A CD44 CEACAM1 OLR1 PTX3 IL1RN EREG SERPINB10 SLC7A5 CEACAM6 ZC3H12A TNFAIP3 NFKB1 CEACAM8 NLRP3 OSM TRIB1 expression OLR1 TREM1 SLC7A11 1 PGLYRP1 EGR1 BPI 0.5 Controls LCN2 CD177 MPO 0 INAVA AREG −0.5 MPP1 ELANE AZU1 −1 C3AR1 RNASE3 RETN CD63 IL10 RAB13 SEMA6B GYPB CLEC5A GYPA SNCA HBD CD44 SUCNR1 CDK1 EREG MMP1 THBS1 CXCL2 SLC7A5 CXCL3 PLAU PLAUR GYPB DOCK4 EDN1 PDE4B GYPA F3 FFAR2 NLRP3 CD274 ICAM1 RIPK2 MMP1 TNF CCRL2 ACOD1 SUCNR1 CCL7 IL1A THBS1 SDC2 HBEGF FOSL1 CXCL2 LGALS3 CCL20 NR4A3 INAVA IFNG EGR3 PTGS2 ELANE CXCL1 CXCL8 AZU1 CHI3L1 PPIF CCL22 SEMA6B CCL2 CD83 CCL4 RAB13 HBQ1 expression IL6 HBM CXCL3 CDKN1A IL1B SPHK1 1 0 F3 IL6 BPI LTF 20 40 TNF IL10 IL1B IL1A HBD SLPI PPIF HBM OSM MPO − 20 IFNG PTX3 CD55 CD44 LCN2 AZU1 CD63 CCL7 CCL2 CD83 CCL4 PLAU TCN1 LRG1 OLR1 GYPA CDK1 EDN1 SDC2 IL1R1 ARG1 FCAR SOD2 MPP1 EGR1 RETN EGR3 HBQ1 CTSG GYPB SNCA IL1RN EREG TRIB1 AREG INAVA MMP8 MMP9 CAMP MMP1 RIPK2 S100P FURIN ICAM1 FFAR2 MGAM CD177 CD274 CCL20 CCL22 DEFA4 RAB13 FOSL1 C3AR1 NFKB1 NLRP3 THBS1 CXCL2 CXCL3 NR4A3 CXCL1 CXCL8 ANXA3 ABCA1 GPR84 ELANE PDE4B CCRL2 PTGS2 SPHK1 PLAUR OLFM4 TREM1 CHI3L1 ACOD1 ABCA1 IL1RAP DOCK4 HBEGF CRISP3 SLC2A3 SLC7A5 CXCL16 LGALS3 ABCA13 CLEC5A RNASE3 TNFAIP6 TNFAIP3 CYSTM1 CDKN1A SEMA6B SUCNR1 ADGRG3 MCEMP1 SLC7A11 ZC3H12A PGLYRP1

CEACAM1 CEACAM6 CEACAM8 0.5 NFKB1 SERPINB10 DOCK4 EDN1 0 RIPK2 Gene Expression −0.5 CD274 B

ICAM1 30 20 −1 10 PDE4B 0 −10 MPP1 OSM CXCL16 FCAR SLC2A3 TRIB1 CD55 IL1R1 TREM1 MGAM TRIB1 IL1RAP SLC7A11 SOD2 SLC7A11 OSM EGR1 TREM1 ZC3H12A F3 IL10 PLAUR ICAM1 FFAR2 TNFAIP3 EREG NLRP3 PTGS2 EDN1 CD44 F3 CXCL1 TNFAIP6 IL1RN CHI3L1 CD274 C3AR1 IL1A EGR3 MMP8 ABCA13 PTX3 CXCL8 SERPINB10 TCN1 OLFM4 CCL7 CEACAM6 BPI IL1A CEACAM8 CRISP3 LTF TNF MPO DEFA4 CTSG CCRL2 OLR1 CDK1 ACOD1 INAVA GYPA HBD SDC2 GYPB RAB13 LCN2 HBEGF RNASE3 RETN ELANE expression LGALS3 AZU1 CAMP 1 NR4A3 PGLYRP1 SUCNR1 0.5 CLEC5A CCL20 GPR84 0 CEACAM1 PLAU −0.5 IFNG SLPI THBS1 −1 COVID-19 AREG CCL4 CCL20 ANXA3 CD83 CYSTM1 MCEMP1 CD177 CCL2 ARG1 FURIN ADGRG3 CCL22 LRG1 CD63 IL6 SEMA6B MMP9 S100P SPHK1 MMP1 CXCL3 SNCA SLC7A5 FOSL1 0 CHI3L1 20 LGALS3 IL6 BPI LTF

HBQ1 − 20 TNF IL10 IL1B HBD

SLPI HBM PPIF HBM MPO IFNG

PTX3 SPHK1 CD55 CD44 LCN2 CD63 AZU1 PLAU TCN1 OLR1 LRG1 EDN1 CDK1 IL1R1 FCAR ARG1 SOD2 RETN HBQ1

CTSG NFKB1 SNCA AREG INAVA MMP8 MMP9 CAMP S100P ICAM1 MGAM

DOCK4 CD177 DEFA4 FOSL1 NFKB1 C3AR1 CXCL1 CXCL8 NR4A3 THBS1 ANXA3 GPR84 PDE4B PTGS2 ELANE SPHK1 PLAUR OLFM4 CHI3L1

ABCA1 ACOD1

CRISP3 RIPK2 SLC2A3 LGALS3 ABCA13 CLEC5A

PDE4B RNASE3 TNFAIP6 TNFAIP3 CYSTM1 CDKN1A ADGRG3 MCEMP1 CCRL2 SLC7A11 ZC3H12A PGLYRP1 ACOD1

CEACAM6 CEACAM8 CEACAM1 CCL7 FFAR2

IL1B SERPINB10 CXCL1 CCL22 EGR1 CXCL8 EGR3 PTGS2 HBEGF NR4A3 CXCL2 PPIF CD83 CDKN1A IL6 SDC2 CCL2 CCL4 IFNG TNF 0 F3 IL6 BPI LTF 10 20 30 TNF IL10 IL1A IL1B HBD SLPI HBM PPIF OSM MPO − 10 IFNG PTX3 CD55 CD44 LCN2 AZU1 CD63 CCL7 CD83 CCL2 CCL4 PLAU TCN1 OLR1 LRG1 GYPA EDN1 CDK1 SDC2 IL1R1 MPP1 FCAR SOD2 RETN ARG1 HBQ1 EGR1 EGR3 CTSG GYPB SNCA TRIB1 EREG IL1RN AREG INAVA MMP8 CAMP MMP9 MMP1 RIPK2 S100P ICAM1 FURIN FFAR2 MGAM CD274 CCL20 CD177 CCL22 DEFA4 RAB13 FOSL1 NLRP3 C3AR1 THBS1 CXCL3 NFKB1 CXCL1 CXCL8 NR4A3 CXCL2 ELANE GPR84 ANXA3 SPHK1 ABCA1 PDE4B CCRL2 PTGS2 PLAUR OLFM4 TREM1 CHI3L1 ACOD1 IL1RAP DOCK4 HBEGF CRISP3 SLC2A3 SLC7A5 CXCL16 LGALS3 ABCA13 CLEC5A RNASE3 TNFAIP3 TNFAIP6 CYSTM1 CDKN1A SEMA6B SUCNR1 ADGRG3 MCEMP1 SLC7A11 ZC3H12A PGLYRP1 CEACAM6 CEACAM8 CEACAM1 SERPINB10

Bivariate correlation of cytokine/chemotaxis and neutrophil-mediated immunity genes. (A and B) Bivariate correlation analysis and hierarchical clustering of cytokine/chemotaxis and neutrophil- mediated immunity genes in (A) controls and (B) COVID-19 patients. The color scale bar (-1 to 1) corresponds to negative and positive correlations, respectively. Bar plots at the top and side of the correlogram show the sum of data points in each column and row, respectively. Supp. Fig 4

A DotPlot by GO B positive regulation of cholesterol esterification Regulation of blood coagulation

regulation of complement activation Extracellular matrix organization

regulation of immune effector process DotPlot by GO Regulation of endopeptidase activity

regulation of humoral immune response Neutrophil degranulation/ positive regulation of cholesterol esterification Neutrophil mediated immunity platelet degranulation regulation of complement activation Cellular metabolic process regulation of cholesterol esterification Combined.Score regulation of immune effector process negative regulation of peptidase activity 500 Regulation of complement activation/ 1000 negative regulationregulation of blood of humoral coagulation immune response Regulation of humoral immune response 1500 negative regulation of endopeptidase activity Platelet degranulation/ platelet degranulation Regulated exocytosis regulated exocytosis Adjusted.P.value regulation of cholesterol esterification regulation of endopeptidase activity

GO cathegory negative regulation of peptidase activity 1e−04 regulation of blood coagulation Combined.Score post−translationalnegative protein regulation modification of blood coagulation 5e500−05 1000 cellular protein metabolic process negative regulation of endopeptidase activity 1500 neutrophil degranulation regulated exocytosis Adjusted.P.value neutrophil activation involved in immune response regulation of endopeptidase activity GO cathegory neutrophil mediated immunity 1e−04

receptor−mediatedregulation endocytosis of blood coagulation 5e−05

extracellular matrix organization post−translational protein modification 400 800 1200 cellular protein metabolic process Combined.Score

neutrophil degranulation log2 Protein Abundance C neutrophil activation involved in immune response 20 0 neutrophil mediated immunity −20

SERPINA1receptor−mediated endocytosis PIGR QSOX1 A1BGextracellular matrix organization GSN 400 800 1200 AHSG Combined.Score CFP expression CRISP3 4 HSP90AA1 HSPA8 2 ALDOA HSPA1B 0 EEF1A1 −2 HSP90AB1 GPI −4 S100A9 −6 S100A8 SERPINB1 B4GALT1 PSMA5 FTL LTA4H 0 ICU1 ICU2 ICU3 ICU4 ICU5 ICU6 ICU7 ICU8 ICU9 − 50 ICU10 ICU11 ICU12 ICU13 ICU14 ICU15 ICU16 ICU17 ICU18 ICU19 ICU20 ICU21 ICU22 ICU23 ICU24 ICU25 ICU26 ICU27 ICU28 ICU29 ICU30 ICU31 ICU32 ICU33 ICU34 ICU35 ICU36 ICU37 ICU38 ICU39 ICU40 ICU41 ICU42 ICU43 ICU44 ICU45 ICU46 ICU47 ICU48 ICU49 ICU50 ICU51 − 100 nonICU1 nonICU2 nonICU3 nonICU4 nonICU5 nonICU6 nonICU7 nonICU8 nonICU9 nonICU10 nonICU11 nonICU12 nonICU13 nonICU14 nonICU15 nonICU16 nonICU17 nonICU18 nonICU19 nonICU20 nonICU21 nonICU22 nonICU23 nonICU24 nonICU25 nonICU26 nonICU27 nonICU28 nonICU29 nonICU30 nonICU31 nonICU32 nonICU33 nonICU34 nonICU35 nonICU36 nonICU37 nonICU38 nonICU39 nonICU40 nonICU41 nonICU42 nonICU43 nonICU44 nonICU45 nonICU46 nonICU47 nonICU48 nonICU49 nonICU50 nonICU51 nonICU52 Significant immune pathways and dysregulated molecules obtained from proteomics analyses of plasma from severe COVID-19 when compared to mild disease. (A) Mass spectrometry (LC-MSMS) detected a total of 503 in the plasma of COVID-19 patients and 158 of them were differentially expressed between COVID-19_ICU and COVID-19_nonICU. Data obtained as previously reported58. Dot plot showing the 20 most significant biological processes enriched by the 158 differentially expressed proteins. The dot size is proportional to the number of genes enriching the ontology term and color corresponds to adj. p value (light blue > significant than dark blue). (B) Circos plot illustrates the genes enriching 10 of these 20 enriched pathways which are fully described in Supp. Table 13. Thickness of squares for each gene is proportional to their involvement in multiple pathways. (C) Heatmap and hierarchical clustering of proteins enriching the neutrophil degranulation and neutrophil-mediated immunity in COVID-19_ICU and COVID-19_nonICU patients. Protein expression value was obtained from raw protein abundance values after z-score and log transformation. Bar plots at the top and side of the heatmap show the sum of data points in each column and row, respectively. Supp. Fig 5 A B

C

D

Contribution of genes and individuals to stratification of severe COVID-19 and HLH. (A and B) Graphs of variables (genes) obtained by principal component analysis (PCA) of (A) COVID-19_nonICU, COVID- 19_ICU, control_nonICU, and control_ICU or (B) HLH and healthy controls using the spectral decomposition approach based on the 25 differentially expressed genes (DEGs) between COVID- 19_nonICU and COVID-19_ICU. (C and D) Biplot of individuals and variables of same groups as in A and B, respectively. Variables with positive correlation are pointing to same side of the plot, contrasting with negative correlated variables, which point to opposite sides. Individuals with a similar profile are grouped together. Supp. Fig 6 A

B

C

Cell cluster profile of scRNA seq analysis and enrichment of 11 genes significant for severe COVID-19. (A and B) Uniform Manifold Approximation and Projection (UMAP) visualization of single-cell RNA sequencing (scRNAseq) profiles colored according to cell clusters. UMAPs compare cluster distribution across controls, mild and severe COVID-19. (C) Top 10 most significant terms enriched by the 11 DEGs significant for severe COVID-19 and HLH (total list of enriched terms in Supp. Table S14).