It's a tricky one what they do with the bodies of foreigners. I'd say, in general, they don't keep them. To keep them separate and then give them to the Ukrainian side would add extra hassle, and it would be plain silly for the Russian side to do so because no matter how these foreign people portray themselves - just as foreign volunteers, teachers, instructors, etc. - their goal is to help kill Russian soldiers or to kill them themselves. With Ukrainians, it's a different story.
As the Daily Mail says, Colby was lying dead for a month (it's an odd one, how do they know that?). But if it's true, then likely it was somewhere in an area like the one pictured below. This is Mali Shcherbaky, a village where he got killed according to them.
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Source: t.me/The_Wrong_Side/23485
One thing unknown is what state his body was in after a Russian drone hit him. If he was only slightly injured and died form bleeding out then and another thing is that there are enough wild animals lurking around and they're hungry. So after lying there for a month, for the Russians to determine his identity right away wouldn't be simple unless they found ID on him. What would have happened then is hard to say...
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View attachment 209396
Source: t.me/TrackAMerc/12237