"
Should I modify the Schedule B of the final return and then add the interest after death to the 1041?"
Yes, but you are actually supposed to report the entire amount listed on each 1099-INT and then enter the amount that will be shown on the 1041 as a "nonimee distribution", which is subtracted from the total amount of interest reported.
See https://www.irs.gov/instructions/i1040sb#idm140169950140816
Note that you are also supposed to send a 1099 to the IRS and the trustee (which, purportedly, is rarely done).
