Obviously the book interpretation is entirely up to the reader, but I like to think that Lucy Gray's grave is empty. Not because she isn't dead. Not because she lives either. But because the whole point of her character after Snow finally cracks is to haunt the narrative, and the most interesting, compelling way she can do that is both for him and for us to never truly know what happens to her afterwards. She's Schrödinger's cat. She's a ghost that lives every time someone replaces the Capitol silence with music. We don't even know if the Covey ever found her. The only thing I choose to believe, whether they did or not, is that that grave is empty.
Lucy Gray doesn't belong in the ground. She is the air, the trees, a whisper behind your ear. She is insanity for the cruel and strength for the defiant. She is hope; not a grain of it, not in small doses, not the tool Coriolanus means it to be. He tried to squash it, but Lucy Gray became intangible. Like a song, she escaped his control, and she became infinite.
-Yet some maintain that to this day
She is a living child;
That you may see sweet Lucy Gray
Upon the lonesome wild.
