I hear you, but, we got lucky with a little planning. (We have a small patch of woods behind our house with plenty of wildlife; so I totally know what you mean.) We pre froze the little guy in a container, shoveled a spot, then covered him with dirt, mulch and then snow before we put him out in his little spot the flower bed. The weather was so bad no one disturbed Goldie's resting place.
OP...I'm sorry and understand how waiting and knowing a child's beloved pet is going to go is so hard to watch.