I've never had a grave not appear, although the last time I died it didn't show on the map. It was there when I went to the place. Must be a new bug with how they changed the marker system.

I no people lost there crap in the water. Sometimes it is just real hard to find. Because u know where u were before u got in trouble. But then u start running and whatnot and can get quite far from where u think u were.

I believe the location and fact of your tomb is stored in your character data file. If that file didn't get saved then your tomb would disappear. (Otherwise, backing up your character data before a dangerous expedition would be an easy way to defeat the death penalty)