"If parasites die at my brain will they just stay there dead or exit somehow?"
A dead body is a dead body.
No matter how small it is, no matter how small it may be, it is still a dead body.
A dead parasite body in the brain does not magically disappear.
The human body has some defenses to go to work on it.
Some that kill parasites in their bodies with anti- parasite meds also include Antibiotics to address the bacteria that would break down dead parasite bodies in a decomposition process that might cause further trouble for a sufferer.
Some, while introducing Antibiotics into the mix will put probiotics into the system to try and have/rebuild healthy bacterial gut fauna.
CureZone is invaluable in that notes can be compared.
In the U.S. we are ill-served by the medical system when it comes to any parasites outside of scabies, crabs, or pinworms.
It is left to sufferers to navigate and learn what they can.