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At a higher level, Dramatic Irony.
Edited by KDReports of My Death Were Greatly Exaggerated is the supertrope for characters falsely believing someone else is dead. Which subtrope (if any) applies to your two characters depends on specific details (such as whether or not the audience knows the character is alive). There doesn't seem to be one yet for the subtrope of two characters mutually assuming the other is dead.
I didn't write any of that.
Alice and Bob were in a situation where they both barely managed to survive. They were separated and for some reason, each of them assumed the other died.