[Tiny, minor spoilers]
On the Paleto heist, if you have unlocked Packie and decide to use him, he gets in a lot of dialogue while en route to the bank. He tells the gang about how his sister is dead and he has no clue where Niko is or if he's even still alive. So I guess we know which GTA 4 ending Rockstar considers canon. Poor Niko. Playing GTA 4, I had the ending where Michelle (that was her name, right?) got killed, but I went back and did it the other way just so they ended up alive and together. Kind of sad that it didn't end up a happy ending after all.