Originally posted by Dralmar:

I load up - Start - start - start.
I don't add anything or change anything on the screens.
So, do I play on a server?

So you don't.

If you played before Hearth & Home update, then a tombstone markers (skull) was displayed on the map, only to be replaced by the next death's marker, which was problematic in case of several deaths in sequence. But tombstones themselves were everlasting in game, until emptied, and they could work as permanent chests indeed.

If you play now, then a tombstone marker is displayed on the map for each and every one death, and they have to be deleted manually, as said by AlphaTrion. Tombstones proper work the same as before.

Best time to locate a lost tombstone is by nigh, as you know.