Is Alfonse Dead Feh?

Before Alfonse can react, Hel places a curse on him, that he will die within nine days. Following this, Alfonse lives with the curse, while the Order tries to find ways to counteract the curse. However, Gustav seems to accept that Alfonse will be lost to them, disturbing Sharena and the others.

Is Feh dead?

Fire Emblem Heroes is dead. confirmed.

What happened to Fjorm Feh?

She first appears in person in Chapter 1 of Book II. At the end of Part 4, Fjorm is battling against Surtr in Askr. However, she is too weak to stand up to him, and collapses from exhaustion.