My main problem with them burying Ceiscoran is that there's so many reasons why his body wouldn't be there. Given Balor's tendency to blow up things that annoy him, I'd think Ceiscoran's corpse would have been vaporized once Balor realized the Crown was fake. Plus the lesser Fallen Lords and Shades would probably jump at the chance to desecrate and annihilate the body of the emperor of the Cath Bruig. Plus Ghols get hungry. Plus any scavenging beasts which survived the holocaust would track down any human corpses before starving to death. So I think Ceiscoran's skeleton just might be there--albeit in several different locations at once--but most likely his body was completely destroyed.
Not that that would absolutely rule out the Heron Guard coming back anyway. Whatever bits of Ceiscoran are left--even if there's just a charred chunk of earlobe and his royal vestments--they'd want to dispose of them properly. But I doubt they'd need more than a trowel to bury his mortal remains--a hundred Guards with a hundred shovels seems a little excessive, unless they wanted to give him a really really big tomb. Hey, maybe that's the true origin of the Great Devoid. :-)
But--
It's completely and utterly acceptable for you to have the Heron Guard bury him in your scenario. No one--even the CoD guys--tries to calculate precisely the most probable history of the Myth world and adhere strictly to it in their projects. Your plot is plausible and interesting and that's all that's needed.
--SiliconDream