WMG / Ixion Saga DT

As episode 12 Mariandale and Sainglain bury the remains of Kon and Ecarlate but...

They are alive in Kon's world OR

As episode 12 Mariandale and Sainglain bury the remains of Kon and Ecarlate but...

Kon just losed a life and he got back at the beginning of the story/game where Ecarlate is still alive, if anything Ixion Saga is a videogame

Could it be that Their bodies were never found in the first place before all of that?

Nope. Episode 13. Kon faked their deaths to throw Incognito off their trail.