Have the Messiah and the Mahdi already come and passed away, and where is he buried?
Yes. Hazrat Mirza Ghulam Ahmad (as), the Promised Messiah and Mahdi, came, fulfilled his task and passed away. He is buried in Qadian, his home town in India.
The question combines two things that should be kept apart. Jesus of Nazareth, the son of Mary, died a natural death like all the prophets before the Holy Prophet (saw). The verses above say this clearly. He did not return to this world and will not return.
Hazrat Mirza Ghulam Ahmad (as) never claimed to be the earlier Jesus (as). He came as an image of Jesus (as), in his spirit and manner, from among the Muslims. This is also how the hadith above describes it. The promised son of Mary is an Imam from within the Muslims’ own community.
Two titles meet in him. As the Messiah he stands in the way of Jesus (as), with patience, forgiveness and without the sword. As the Mahdi he is the one guided by God, who shows Muslims the way back to the original Islam. These are not two people but two tasks in one person.
Like every messenger of God, he fulfilled his task and then passed away. No human being lasts forever, not even a prophet. He is buried in Qadian, the town in India where he lived and worked. What remains is his message and the community that carries it on.