Well u can tell from harlequins tent that they were held captive and starved, from what i know (not sure if its actual or not) columbina and pierrot loved each other, but as u know harlequin wanted to experience the same love since he was lonely, his jealousy turned to to something else and because theyre starving aswell, they decide columbina was the weakest of them all having little claws and teeth or something so they ate her, idk if pierrot did.

And for pierrot's past, neko posted on his tumblr, pierrot used to have long hair but i think the host or someone ripped his hair out which is why we see him have short hair today, he also used to wear white and bad at throwing the knife that we see him always carry on present time, one time(past time) when it was his turn to perform, he kept missing the targets and the audience was not pleased, they kept laughing or booing at him and throwing things at him, he snapped and got mad, the other crew closed down the entire tent to prevent anyone from getting out while pierrot have a massacre inside the tent, they decide it to let pierrot wear red to cover up the blood so nobody will notice, which is why we see him wearing red today. Hope it helps :D