Why does it say that he was buried in cities of Gil'ad?
Radak, from Bereishis Rabah 60:3: Yiftach was punished for killing his daughter, and wherever he went, limbs fell off and they were buried there. 1
Radak: According to the simple meaning, he was buried in one of the cities of Gil'ad. This is like "bi'Shetayim Tischaten" (Shmuel 1:18:21) - with one of them. "Ayir Ben Asonos" (Zecharyah 9:9) - it is the son of one donkey.
Bereishis Rabah (60:3): Yiftach said, I am the leader - will I go to Pinchas to permit my vow?! (He should come to me!) Pinchas said, he needs me [to permit his vow]. He should come to me! Amidst their adamancy, she was lost. Pinchas was punished, and lost his Ru'ach ha'Kodesh - "u'Finchas? Nagid Hayah Aleihem Lefanim Hashem Imo" (Divrei ha'Yamim 1:9:20). I.e. before he was Nagid, and Hashem was with him. Refer to 11:35:3:1*.