“It is exactly the way it works. Prove the people who died existed first.”
Who is supposed to prove what to whom? What exactly are you looking for? The murderer is dead, therefore, there will be no trial. So, there is no need to “prove” anything, since that is a legal term that applies in court cases.
If you want evidence that people actually existed and were murdered, well, we have statements of the families, firsthand eyewitnesses, and official statements, including from the medical examiner who performed autopsies on the bodies. What more evidence would you expect, at this point in an investigation, to be released to the public?
If you are really interested in whether they existed or not, you could go out and peruse the public records on the victims. There’s nothing stopping you, unless you don’t want to find out that they actually did exist.