You can find Claudio and Olivia's Urns at the main Monty home. They're toward the back of the house. Though I have no idea what color their ghosts are. Hero has no urn/tombstone though. The cause of her death remains a mystery.
And its pretty obvious that Claudio, Olivia, and even Contessa died very quickly before Maxis decided that Veronaville was ready to be shipped to the game. Siometimes when you play the main Monty household for the first time you'll see Romeo and Mercutio think about their parent's deaths and sigh about it. With Consort, sometimes you'll see him thinking about Woohoo with Contessa...
"Necrophillia is bad. Mmmkay?"
Anyone ever notice any weirdness with Bianca Monty's memories? She has a green memory of Claudio dying and a red memory of Contessa dying. Seems a little backwards to me. And recently I let the game generate a new Veronaville with all 3 of the expansions and noticed even more weirdness. When I first moved Bianca into a lot she immediately went into extreme asperation failur and got a visit from the therapist. Then I went to the Summerdream's lot and noticed Tatiana had a crush on Kent Capp. I never noticed that before OFB. And I hadn't even moved Kent, Regan, and Cornwall into a lot yet.
As far as DNA goes Veronaville is pretty screwed up. I noticed a few interesting things though. Romeo and Mercutio both have ressesive genes for blond hair. I've never known pre-made sims to be heterozygous before. And Miranda Capp is a natural red head. Where the heck did she get that from?
Oh yeah. And Tatiana Summerdream swoons after women much like Circe Beaker does with a fresh Strangetown.