You need to talk to Tekla, not Dengeir.
The list of assistance quests can be found here: http://www.uesp.net/wiki/Skyrim:Thane_of_Falkreath
Was the sequence this one: You got the letter from Siddgeir, but did nothing. Completed the CW, and so Dengeir became Jarl. Then you went to speak to Siddy, but he's not around?
The quest that lets you buy the land has a script connected to the Jarl that substitutes Dengeir for Siddgeir when he takes over, but if it has set a stage that's specific to one Jarl or the other, you have to play those cards. The letter said to speak to Siddgeir, so you may have to do so. He should be in exile, not dead, and I'd expect him to be in the Blue Palace (down in the basemant). He'll probably tell you to talk to the steward, who will be back in Falkreath.
Yes, when the Stormcloaks win, all the Imperial leaning Jarls are kept in the Blue Palace cellar, Just under the Throne Room. Stairs are in the corridor to the left between the Throne and the Mages quarters.
BTW, you can aquire the other two properties without doing the Falkreath one.