Yurovsky, never told the public what he did with the bodies. Some people had to know in Moscow, and it was evident that the grave had been opened once or twice before the remains were finally exhumed.
However in Yurovsky different letters/files/statements, his stories vary about what he did with the bodies, and which bodies.
In Radzinsky's "The Last Tsar" I remember reading that he thought that it was at some point when the trucks were parked at a guard shack that the bodies came up missing or was the best chance for bodies to come up missing, meaning they had some period of time there.
The reason Yurovsky put that in the note about burning 2 of the bodies, most think is to throw any rumors, or innuendo that they LOST 2 bodies.
My last thought on this for the evening is why Alexis & Anastasia. He was trying to hide the bodies so their location would not be a rallying point for monarchists & monarchism, so why would he burn 2 of the children, why would he not burn Nicholas & Alexandra?

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Also we know that in order to destroy the bodies by burning and rid the area of their remains the fire would have to have been temperatures that could only be reached in a crematorium, not in an outside bonfire.
All in all, finding the 2 bodies would be interesting, but at this late date unless they were buried or left in the mine or some other location we know nothing about, their resting place will probably remain a mystery.