Two Threads of Fire
Rabbeinu Bachya notes how they died. Two thin threads of fire came forth from the Holy Place, most likely from the Aron, and entered their nostrils, removing their souls. Physically, nothing appeared to have happened to them. Although the pasuk says that a fire came forth from before Hashem and consumed them, there was no sign of fire or burning on their bodies.
Source: Rabbeinu Bachya, on Vayikra 10:2