  I am going off of other people's words here, but, supposedly, the Ep II novel discusses spirits (for lack of a better word). When Anakin has sanpped and is slaughtering the Tuskins, they pan back to Yoda and you here Qui-Gon say "Anakin! Anakin! NO!!!! " In the book, Yoda and Windu are puzzled by this, because there has aparently never been an reports of an afterlife or whatever you want to call it. Taking that, you could assume that Yoda and Obi-Wan figured out how to live on. Remember, Obi-Wan warns Vader that he will become more powerful than can be imagined. Now, it does not explain Vader. Mir - Obi-Wan did not communicate with Luke immediately upon his death, possibly explaining why Yoda did not. As for sensing Leia, that's easy. She was not attuned to the Force at that point, masking her from Vader. 
