Hi hi! Thanks for looking into this. I'm sorry if this is causing you a headache.
I just found out that my playthrough was generally pretty glitchy. I realised because the game kept crashing and I lost my save file so I restarted. I used the itch desktop app to start the game for the entirty of the glitchy crashed playthrough. I'm not sure if the save disappeared because I eventually went to the game folder to start the game and not to the app.
In the glitchy playthrough I found the orc in the police station the first time I entered but I also found her when I went to the factory to confront her.
When I went to the cousin's wake it just went on and the quest stayed open, I'm unsure whether the wake would count as funeral or whether there was more to come but I spoke to everyone multiple times, drank stuff and got the keys and the quest was still open.
When I fetched Oa-Evaneli Reiborn for the Swan Lady he did leave but was also back at the police station a few seconds later - I think I went into the room where all the officers were but I didn't leave and reenter the building. When I left I also found him with the Swan Lady but when I went back to the police station he was still there.
I'll look out for any further differences in my current playthrough, I haven't quite caught up to where I was. I hope this helps you find out whether this is a general game thing or an isolated incident.