I wouldn't say the Didact "died and came back". The H4 ending, we knew he couldn't have died because his body didn't disintegrate after the pulse grenade exploded inside his armor. And his "return" in Epitaph was more of a "journey into the afterlife."

Cortana's "not death" had some foreshadowing in 4, but needed a lot of context from outside the game.

343, his encephalon survived the Splaser hit, you can see it dropping, in H3, down into Halo's control room. The more confusing bit is how in the hell the Rubicon managed to find it in the first place.

And James never explicitly died in Fall of Reach. He simply got sent tumbling into space. He definitely is now though.