They were mortals, so they just died Bellenus was Dovielo warrior who change the site, and Caerbulin was child of great hunter, but they didn`t have anything special at all.
Only Epona (Eve) is still alive, because her soul is bound to Erebus, and she will reborn after death until the end of the world (or Ceridwen, or Kylorin...), but she could not remember her past lives.
Hmm, maybe his sword could be a random reward from searching a dungeon? +1 Strength and 50% Cold Resistance would be nice...Well actually Bellenus did have something special...
He had a sword with a chunk of fire mana stuck in it, during the age of ice and the immediate time after it that would be invaluable...