After Gary's death, Val goes to the ranch to console Abby, who angrily tells Val that she's Gary's widow, not Val, and that Val is "nothing to him." Although they were divorced, Val is still the mother of Gary's firstborn (and up until this point) only child, Lucy. I think that qualifies as something.
I believe that Mack or Gary had called the Ewings in "Dallas" and told them of their ruse. In fact, Greg Sumner was suspicious enough to ask Karen in the next episode why the Ewings didn't attend Gary's funeral, which led Karen to discover that Mack had been lying about Gary's death.
Gary is believed dead but his mother and brothers did not come to the funeral?! Obviously there were production and financial problems in having everyone cross over from "Dallas" (or maybe they knew he wasn't really dead, as is alluded to in the next episode) but from here on the two series would have many problems both when they did cross over (Bobby's "death" which was Pam's dream) and when they should have crossed over like here and they didn't.
I forgot to mention Gary's daughter (Lucy) also should have been at the funeral if they believed Gary was dead.
Cathy (encountering Abby after Gary's death): You've been crying... Whatever for?
After the previous episode aired, Ted Shackelford ("Gary") revealed to TV Guide that he got offers from the rival networks (ABC, NBC) asking about his availability to star in a series for the next season because (like the audience) they erroneously believed that Shackelford's character, Gary, had died. However, Shackelford revealed that he knew his character was alive because he still had a couple more years left on his contract.