There are many people who we do not know where they are buried. I respect your kindness for others and their beliefs, so that being said, let's say something about your question.
You have to start with the very beginning to start accepting religious things and people. God created the universe and us, from nothing. The more scientific people get into studying the universe, the more they lean towards the hand of a creater, the master engineer. When you can accept that, then you go on and learn that basically man chose sin, and therefore his life was made harder by that decision. We live in a world of laws, so why wouldn't there be laws from a creator? How do you get those laws across to people who are deep into sin, and need these laws to live by in order that they will be better people. God gave the 10 Commandments to Moses who in turn gave them to the people. Then came Jesus, who did die for the sins of man. This was a project from God to give his creations a chance to redeem their sin, and be allowed to go to His place He made for us after death, which was Heaven. All the people who were in the Bible, that was written by scribes, the deciples, and stories about Christianity are in the Bible. These people existed, but if you have faith, and accept God from the beginning, you have to accept the fact that He would not allow a testament to be circulated all over the world, if it were not true. This is faith, you believe in the whole thing, or none at all. Regardless if King Saul has a burial place known by all or not, does not really matter, if that is the thing that represents the proof of God, as the real proof is in the mirror, the creation of you. This may not be the answer you wanted, but it is the one I wanted to give to you. I am sure there are things on the internet that would help you, if this burial site exists, or has been found, but even if it hasn't, it does not really matter.