Another thing to watch for is when the ghost returns to his grave at 5:00 or 6:00 a.m. There will be a yellow surge of light which is the ghost returning. Pause and follow that light to find the tombstone.
If none of that works, try going to the cemetary in the daytime and click on the mausoleum and choose Manage the Dead. Look and see if the deceased's name is on there. If so, put it into your inventory and then you can place the head stone on the ground somewhere.