The descriptions of the hag eye and soul bag in the MM specifically reference the hags that created the items when talking about who uses the items.
Hag eye:
A hag in the coven can take an action to see what the hag eye sees if the hag eye is on the same plane of existence.
Soul bag:
A soul bag can hold only one evil soul at a time, and only the night hag who crafted the bag can catch a soul with it.
So those items are clearly limited to the hags. But the heartstone, I think, is somewhat open to interpretation.
Heartstone:
This lustrous black gem allows a night hag to become ethereal while it is in her possession. The touch of a heartstone also cures any disease.
From this, it looks like etherealness is only usable by hags, but curing diseases could theoretically work for all.
Jeremy Crawford has commented on this saying it's meant to work only for hags, but DMs can rule otherwise.
If you're looking for a way to use the stone for curing diseases, I'd refer to the 3.5e Wiki, where a heartstone is described as follows:
All night hags carry a periapt known as a heartstone, which instantly cures any disease contracted by the holder. In addition, a heartstone provides a +2 resistance bonus on all saving throws (this bonus is included in the statistics block). A night hag that loses this charm can no longer use etherealness until it can manufacture another (which takes one month). Creatures other than the hag can benefit from the heartstone’s powers, but the periapt shatters after ten uses (any disease cured or saving throw affected counts as a use) and it does not bestow etherealness to a bearer that is not a night hag. If sold, an intact heartstone brings 1,800 gp.
This would be fairly reasonable to use in 5e as well. Naturally, the specifics are down to you as DM. For example, since the saving throws buff is not an official function of the 5e heartstone (according to the MM), you might want to remove that ability from it and adjust the sale price accordingly.
Magic Circle and Protection from Good and Evil
If the Hag always finds the party about the same time of night, they could cast either in preparation for the hag to keep the Hag out. Protection would be better, as the Hag might forget to detect magic and waste the casting on an attempt to touch someone who is already protected.
Protection from Evil and Good is only an action to cast, so it can be cast easily even when the attack has started.
[W]hat does Magic Circle even do if you cast it on an area that already contains an excluded creature?
Traps the creature inside. The spell says:
When you cast this spell, you can elect to cause its magic to operate in the reverse direction, preventing a creature of the specified type from leaving the cylinder and protecting targets outside it.
So could trap the Hag -- but the problem here is that the casting Magic Circle takes 1 minute. Unless the DM allows you to hold completion of a spell similar to a ready action -- But that isn't RAW.
Oil of Etherealness
Applying the oil takes 10 minutes, and it lasts 1 hour. It will allow you to be on the ethereal plane. If you fight and break the touch the Hag, the Haunt attack is used for the day. If you secure the Heartstone, she can't get back to the ethereal plane, and if you kill the Hag, she'll be banished back to Hell.
Turn the Hag
Paladins of the Oath of Devotion's Turn the Unholy works when the Hags enters the material plane to attack.
Paladins of the Oath of Ancient's Turn the Faithless doesn't require Sight, if the Fey or Fiend hears the chanting they have to flee.
Paladins for the Oath of Vengeance can frighten a fey or fiend they see using Abjure Enemy.
Force Damage Won't Work, but Things of Force Do
A traveler on the Ethereal Plane is invisible and utterly silent to someone on the overlapped plane, and solid objects on the overlapped plane don't hamper the movement of a creature in the Border Ethereal The exceptions are certain magical effects (including anything made of magical force) and living beings.
However closer reading is that things made out of magical force hamper movement -- force damage doesn't pass through realms. This is made clear by a tweet from Jeremy Crawford:
https://twitter.com/JeremyECrawford/status/745062527118123009
No general rule causes force damage to pass from one plane of existence to another. #DnD
So while Magic Missle or Eldritch Blast won't help, the following will:
- Leomond's Tiny Hut
- Wall of Force
- Force Cage
Wake the Sleeper Will Not Work
Originally I thought that waking the sleeper would work. I said:
Simple answer are typically missed.
Always keep one party member on watch. If someone always keeps watch
(changing shifts so everyone gets full rest) they can look for party
members having nightmares. Having a nightmare of terrifying images
isn't a quiet thing -- ask any parent. Try putting the people with
highest perception on watch at the times you're most vulnerable, like
the middle of the night.
Once awake, the nightmare ends. If caught before an hour, the negative
effects don't take hold. The ability only works on sleeping people on
the material plane. The hags "Nightmare Haunting" is used up for for
that 24 hours.
However, RAI based on this tweet from Mike Mearls, that isn't the way it works. The victim only has to be asleep to start the nightmare haunt, but waking doesn't end it.
Alarm Won't Tell You She's coming
I thought Alarm might give you some warning, but its effect appears to be limited to the material plane. (Unless you cast it while in the Ethereal?)
Best Answer
RAW, they are not still linked once one is dead.
Here's the relevant passage describing the rules for Hag Eyes:
So this question can be answered by answering whether the two remaining hags are still in a coven after one dies. It's clear from the text that neither of the effects you asked about applies if there is no coven.
Here's the text describing covens:
So a coven is three hags. Once one is killed, they are no longer a coven, and the Hag Eye can no longer be seen through by the hags or destroyed to hurt the hags.
Further RAW support
Volo's Guide to Monsters describes the situation you're describing where one of the hags in a coven is killed:
So the surviving two hags try to find a third as soon as possible if they intend to continue the coven - since they cannot do so with just the two of them.