The only instance of this I can recall off the top of my head is PIJ claiming that Hanna Katzir was killed. Hamas have not publicly announced the death of any hostages in ways that have been confirmed or reported by respectable journalists, but there is lots of propaganda being spread through Telegram and other platforms.

declaring them dead means they have to give up the bodies. but terrorist think if they declare them dead they can keep them for future demands or exchanges. so both cases are possible but hamas being experineced in this maccabre trade knows that dead means handing over the bodies, otherwise no peace.