in my opinion nobody but times conflux is truly dead, since the vex seemingly have the ability to summon anything back to life from other timelines, not to mention siva also has resurrected both fallen and iron lords from death. so is anything truly dead? it's hard to say if like the final vog boss it dies in all timelines I consider it truly dead (and yes I vex could summon the core from a timeline or whatever but I would hope they never use that lazy reason to summon times conflux from death). Also the hive seem to have some kind of way of returning from death even if they die in a thrown world maybe I dk.
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That's the problem you run into with having Time Travel and Space Magic and regular Resurrections as commonplace in your universe. Death mean very little to the average player, which is why the story and stuff has very little impact when it comes to characters dying. Like the Queen.