I just searched through the Lexicon on Lily's page, and then on the page containing Jo's quotes concerning the Potters, and the only thing I can find that tells of precise deaths is that
James's parents died a natural death due to a wizarding illness, but with Lily's, it's just mentioned that they died previous to Halloween of 1981.
Now, I could have missed something, of course; the Lexicon *is* a big place, after all
~Megan