Did they die in the canon? I can't find anything on them post BG2 one way or another with the exception of Viconia who apparently founded a cult or somesuch.
I haven't been to any of the spoilery threads, but I seem to remember from these threads that between two world reboots, WotC generally avoiding the topic, and the possibility of incorporating the Abdel novelization canon that there would be nothing like the kind of continuity between the games than I was hoping for.
I personally think that they're going to leave it ambiguous so nobody's fate will explicitly be stated. It was also pointed out by someone that all Viconia's epilogues ended with her being murdered, of course those were certainly written without any thought to a possible sequel. The end result is, there's speculation abound but nothing to point to any serious link with the continuity of the first two games, apart from the very broad top-level lore (like Bhaal being brought back in 4e)