Over my dead body is an expression. It just means that you'd die before you'd let it happen. If the subtitles/closed caption has a capital T for Them it is probably just for emphasis. She is talking about giving shelter to her dead family members. She is adamant they are special to her and that they are the last people that'd she'd turn away or refuse to help.

 

Celia is a witch. Literally. She is a practitioner of an alternative Mexican religion called Santa Muerte, which uses the dead as a tool to bring protection and to avenge wrongs to those marginalized by mainstream society / the government and the church. The zombies in the wine cellar aren't quite a "herschel's barn for safe keeping" situation. This is the fruition of what she worships. She worships the dead as her "saints" they are the servants of "La Blanca Mujer" (The White Lady) a skeletal grim reaper like Goddess.. The capitalization of "Them" is akin to capitalizing the name of a diety, or holy group like "The Saints" or "The Apostles".