I've only done this once. I taught them to use guns. But sometime in the future I came back, and everyone was killed by a deathclaw.
I'm wondering, if I teach them stealth, will they use it in the future to avoid monsters? Or will they always end up dead, eventually?

I've used stealth twice, and both times the the town survived. The problem will always be if some critter or mutie spawns inside a wall. The best chance for their survival is the sentry bot.

I give them guns and they survive well enough.

I gave them guns and they are still alive.

The deathclaw appearance is a known bug when you fast-travel to bigtown after quest, as mentionned on the wiki.
It can appear with any defense option and is very likely to kill everything in town.
Their 'stealth' is scripted and used only during the mutant quest, they will not use it outside the quest, they'll fight as normal (and get slaughtered by the deahclaw)