I think...

Statue of the couple (I think)

The King ordered two sword smiths (a married couple) to forge a pair of swords for him. The main part of the story is that when they were trying to melt the metal to create the swords the fire was not hot enough. In one account the couple removed their hair, and cut their finger nails to add Human Qi to the fire to make it burn hotter. In the second account (the one I believe the pokemon are based on) the wife crawled into the furnace and sacrificed herself to make the perfect swords, promising that they would reunite one day. Gan Jiang kept one sword for himself and only gave the king the second sword, when the king found out he was angered and had the sword smith killed.

Replicas of what the swords are believed to look like.

I know this is an unlikely theory but I think it is a neat one.

There are various accounts and even the mention of the couples son (in the version where Mo Ye lives) wanting revenge on the King, but when the King found that the son was seeking the fathers sword (which was hidden) the King sent an assassin to kill him. The son committed suicide (or was killed by the assassin) but the assassin was so moved that he too the sons head to the King and tricked the King into looking into a boiling pot before decapitating the king and then himself into the pot. Their flesh was boiled off their bones so no one could identify them so all three heads were buried in the Tomb of Three Kings