I killed them, in an excess of pity for them... then I discovered they had to reveal a treasure. Damn. Help, please!

I really cannot remember the save number before my error.

If you're playing on pc you can resurrect them using their reference ID. According to the uesp wiki, they do not respawn. If you're on the console, you're just going to have to hunt through your saves, or face the consequences of killing them.

Why would you pity them? You are a servant of Sithis chosen by the Night Mother to deal out his justice.