Heodan and Calisca actually have "dialouge" if you talk with them that sortof is relevant always even if it wont evolve like the other companions. But the great thing with this "trick" is that we now can have the "orginal" Heodan and Calisca, and the feeling from a RP-point is priceless.
Except that you know they actually died and that you only managed to save them via ... I dunno, peggy sue shenanigans?
No, technically they "never" died, if you do this trick. Simply put, they "waited" in the cave while you go out alone.
The thing is, the "death script" really kills them if they follow with you out, so it's impossible to console add them again since when they do "join" they directly "die" (you hear a scream). However, for some characters depending on luck you can manually console move back to first caravan map and if lucky that way see Heodan and Calisca there, but sadly you can only force console add "Heodan" but it bugs a lot and it's not recommended since game crash when zoning with him that way.
Moral of the story is that both Heodan and Calisca have a fantastic backstory, and RP-wise there is just a few RP-bumps in the road to keep them alive, but well worth to live with (at least in my book).