I really don't think him and Kanjuro are dead. For some reason I feel like Orochi does have a multi-head power where he can survive being beheaded.
The last time Oda cut someone's head off, it was Doflamingo, and we all know how that worked out. If he was going to have him defeated, I would have expected just a huge slash to the back, not his head cut off. But Oda made it a very clear display to cut it off.
Kanjuro is a weird one, I'm not sure what the plan is for him yet.