Cleo was murdered at some point during season 6, however Grian revived her with his watcher magic with one side effect : She'd be a true zombie permanently. Until now, she had just been cosplaying as one
(Also one for Lesbian Visibility Day)
Pearl and Gem can't die. They just can't. No-one knows why they can't, but it just happens. Their other partner, Cleo, actually found out at one point : They heal by cuddling together. Turns out they had this ability this whole time.
It's a funny relationship to have. Two people who can't die, and one who's already dead. They told Cleo about their ability when they started dating. They didn't know the affect their healing cuddles might have on Cleo's undeadness, so they wanted to take it slow. Figure things out without hurting Cleo.
It turns out, it mostly just moisturises Cleo's skin. Which is a nice benefit, but she thinks it's because of their great skincare routines. Not any magical runoff that she's getting from them.