Yes, when they die they awaken as spirits in the veil.
Mind you, there’s probably a unique afterlife for them — Given they’re somewhat beings of order, rather than flesh – But have spirits nonetheless …
Elemental Spirits?
From a point of view, you could even argue they have elemental spirits – Given they’re beings of stone & whatnot.
I once speculated the grand conspiracy that the elemental spirits aren’t grand fans of the titans, due to them seizing elemental spirits – wiping their memories, reconditioning them and making them into the titanforged beings we know: