I do not know of any case of wolves dying due to a “broken heart”.
However, they indeed can get “depressed” after the death of their partner, or the death of any other pack mate. There are a lot of examples - here’s some:
In a documentary I can’t remember the name of, the female from the breeding pair died and the following nights the filmers recorded the most heartbreaking howls ever. They talked about how they recognized the sound of grief in the howl and that wolves grief etc.
Another example: from all the wolves who died in the Sawtooth pack, it’s described how the other pack members reacted. Some quotes:
"The pack members showed avoidance of the death scene and exhibited unusually low energy with atypical howls"
"Amani appeared as shocked as we who found Matsi. Subsequent behavior from Amani showed that he probably did not detect Matsi’s death coming"
Also in the documentary on the Sawtooth pack called ‘Living with wolves’ you see how the death of a pack mate clearly affects the whole pack. You see the grief and their mourning rituals after their omega (!) female wolf Motaki was killed by a cougar. They lost their spirit and their playfulness, they no longer howled as a group, but rather “sang alone in a slow mournful cry.” They were depressed — tails and heads held low and walking softly and slowly — when they came upon the place where Motaki was killed. They inspected the area and pinned their ears back and dropped their tails, a gesture that usually means submission. It took about six weeks for the pack to return to normal. If you want, you can watch the documentary for free on YouTube.
Another story: a wolf pack in Canada in which one pack member died and the others wandered about in a figure eight as if searching for her. They also howled long and mournfully (although ‘mourninful’ isn’t really a fact but more an opinion / human interpretation).