Well, I don't think he's dead. But, yeah, we've got no sign where Baby Yoda has gone. Maybe, Grogu leaves the Jedi Order to become a Mandalorian. Most likely, he is going to go and train with Luke Skywalker or maybe not. But there's one thing for sure that he ain't dead. Maybe, he'll return in Mandalorian Season 3, but I'm not quite sure.

The second season of The Mandalorian has implied the powerful force-wielder Grogu, nominally known as Baby Yoda, will eventually be killed. But, this ain't happening. I mean, they just can't kill him, he's so adorable and cute and also, now he's kinda the main "protagonist" of the Mandalorian series. Also, there are a lot of theories suggesting Baby Yoda's crucial role in upcoming Star Wars movies. Like in upcoming Star Wars : Rogue Squadron, this story is most likely to introduce a new generation of starfighter pilots as they earn their wings and risk their lives in a boundary-pushing, high-speed thrill-ride, and move the saga into the future era of the galaxy, so there has to be a new generation of Yoda too, and there they'll need Grogu, the Baby Yoda, of course.

So, just chill out, Baby Yoda ain't going anywhere. He'll definitely return.