Sherlock says it is obvious the bride's duplicate corpse was supposed to be there beneath her. It was going to prove his theory. But the corpse is not shown to be seen there in the episode. So, does that his theory was incorrect?
The point of the episode was that Sherlock was convinced that Moriarty had survived his "suicide" at the end of season 2. He deduced that this was done in the exact same way as was done in the case of The Abominable Bride from the 19th century, thus he attempted to solve that case within his own drug-addled/enhanced mind.
Therefore when he later believes he has solved the mystery (replaced the body with a duplicate corpse) he sets out to prove that theory in order to add credibility to the theory of how Moriarty has survived. The only way he can do this is by finding the second body that was used as a duplicate, and the only place that there is any evidence of it being is in the grave beneath the real bride's body.
However, whilst attempting to dig up the body he realizes that he is still in his drug-induced stupor. He then battles Moriarty within his own mind, and learns that Moriarty is only alive in his own head.
Once he has awoken and become lucid again, there is no longer any need to find out where the other body is hidden. He only needed the proof of the body in order to convince others and himself that this was how the bride, and therefore Moriarty successfully faked their death's. Now that he realizes Moriarty isn't alive, he is content with the deduction alone as to how The Abominable Bride murders were achieved.
Of course it could be hidden beneath the original body, but it might also have been thrown into the river, buried by the side of a road etc. It's unlikely that they would then exhume the coffin to try to solve a case over a century old without concrete evidence, as nobody had any reason to pursue it anymore.