I hate evoking my "I am a film editor" bullshit, but as a film editor, I personally think that Khadgar shouldn't be dead after that cinematic. If he is 100% dead after that, it's either
A retcon or a rewrite from Metzen after 11.0 and the cinematic were already made.
A really bad direction to the animators and editors of the video
You do not cut a video right before you show any serious harm to the character, cutting to a really wide shot and then an even wider shot of the city and not returning to the character, if you want to 100% tell us he is dead. They deliberately left us in the dark after his "death" so that we may assume what happened or even hope that he survived somehow.
They are banking in on our hope and we will exist in this moment of anticipation until we see him again or find out what happened in that room with Xal'atath and why he deliberately reached towards the black hole she opened.
Blizzard at this point can choose to have him come back harmed but alive, or have him come back as an evil raid boss and have us permanently kill him (with Alleria probably having to put him down like Old Yeller).
However based on film language alone, he should not be dead - as in gone from the story, at the moment of that cinematic.