Can sense death: Nico can indeed sense that Alduin is dead in his world -- well, sort of. It's mostly his physical death, and his soul still lives on in what is basically a limbo until he returns to the physical world. I'm not sure if Nico's abilities would see that, specifically, but you're more than welcome to allow him to if they do.

Visible cause of death: This one is a bit tricky and I suppose up to you how you want to interpret it? Alduin was very much dragon-shaped when he was defeated, and would probably have visible black splotches all over. (Epic boss fight and all.) But in MoM he's in human form, so I don't know if those would transfer over.

Command level: By default, I'm going to say N/A -- but when it comes to plotting, etc. I'll always be more flexible, so feel free to hit me up if you ever have anything specific in mind.