they say that after they find out Ana killed the others (or some of them), but there was no inclination that she also died.
also, iirc in the comics, she takes on Kraven's mantle.
Kraven tells her "Let's see if you can leave Volgograd unscathed" and then a gunshot goes off and the call abruptly ends, she is deceased unless they pull a "she survived" scenario, which seems unlikely given how ruthless Kraven is portrayed to be.