(1) Yes, " of the firefighters" is a prepositional phrase.
(2) Your sentence is "None are dead."
(3) The prepositional phrase explains more about "none." It answers the question: None of whom?
(4) P.S. It is also correct to write: None of the firefighters IS dead. But probably most native speakers would prefer "are" that refers the firefighters. ("Is" refers to "none