Possible incorrect audio attached to word. Please verify. The audio for خَلْفهُ presents as "khalfa", however the correct pronunciation might be "khalfahu" , at least according to the haraka given.
Given the translation "My grandfather is behind him" you are right. It should be "khalfahu". However, the letter "ه" not always being pronounced correctly at the end of a word (especially when it represents a possessive pronoun) seems to be a common problem of Text-To-Speech-Software (it sounds like there is no "real" audio file attached to the word).