Erm... Since when was Russ dead? Last I heard he was Chasing Magnus the Red through the Warp.yes most are missing but some if you dig down in to the fluff enough you will find out that some are probably dead like russ and plus GW probably will not put out stats for them in game because they would totaly throw the balance of the game off.
The Lion is in stasis in a hidden chamber somewhere in the rock (which will make for an interesting discovery one day while drilling to expand a toilet block).Well with Lion some say that he is in a secret chamber and some say he is actually one of the fallen (blank on his name... Chaos codex guy).
25 years and not a single Primarch or Deamon Prince has been made into a playable character, so I dunno if they ever will be.