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I don't remember where Attila was buried, but Alaric the Goth, who sacked Rome in 410, was buried in the bed of some river or creek in southern Italy--they diverted the course of the river long enough to bury him, then let the flow resume. They didn't want the Romans to be able to dig him up.

The modern Hungarians are Magyars and didn't arrive where they now live until the 890s, more than 400 years after Attila's death. They don't have any connection to the Huns (which is not to say that it's impossible that some Hunnic DNA may have survived in the general area of Hungary, mixed in with other ethnic groups). The name Hungary seems to come from Onogur, a Bulgarian or West Turkic people originally from western Siberia.

The modern Bulgarians speak a Slavic language, but the original Bulgars were of different origin--because they were just a small ruling elite they later lost their language, but the name stuck. (Similarly the French are so-called because of the Franks, a Germanic tribe, but the French language is descended from the Vulgar Latin spoken by the peasants the Franks ruled over.)