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.