I must say, I really love how King Sombra came out here. I think I finally figured out a good colour scheme for him.
Neither of these two are dead.
For Chrysalis, all we get is that they are blasted back to where they came from (presumably). Heck, she even got a brand new story in the official comics. So yeah, she's alive and kicking.
As for Sombra, yes, he exploded, and the writers say he's dead, but we can clearly see that his horn survived the explosion, and we saw earlier that he was able to spread around when just a part of it got cut off. So he can be capable of restoring his body from just the horn alone. And the writers can bring him back if they'll want to.
So. From now on, I'm removing any comments that just state that they are dead or ask about them being dead without adding anything else. I'm sick of these.