Didn't they appear with noctis in the afterlife very briefly?
I wasn't sure what was that
It's up for debate really. And I think that was exactly SE's intention.

The 4 bros were in the afterlife scene but appeared very briefly just before Ardyn's eyes, as Luna and also Regis did.
When the camera changed back to Noctis' view he was alone with Ardyn again.
It's an old anime trope that while giving the baddie the final blow all friends come together, even if worlds apart, and deliver that blow as one. I think that scene was meant to give more importance to the bros' and Luna's contribution.
The other post credit scene around the campfire took place before the 4 bros entered Insomnia to fight Ardyn. You could see their chairs and the extinct campfire when the sun rose over the world again. They just placed that scene after the credits for more punch.
I personally don't think they died. They would totally be able to handle the daemons Noctis left them with before he went up the stairs to sacrifice himself. The guys held out for ten years without Noctis and even on their own as Talcott told us.