Saying "He cannot be here right now" or "He's working" (she lives on the ranch he worked on and it is now closed), or "He went to town" (he never went alone as he moved here in midlife and never learned to speak English; we tried this once and she looked out the window for him for hours before we finally got her in bed at 1a.m.). Any ideas?
https://www.agingcare.com/search.aspx?searchterm=tell+spouse+with+dementia+spouse+has+died
There are a lot of threads on here about this very question. If you do some searching around, you'll find them. There has been one in the past couple of days with a lot of answers about this same question. Good luck...I hope you can find something that works. I'll see if I can find that other thread and post it here for you.