At the end of the second season finale of "Star Wars: Rebels", Darth Vader and his former apprentice, Ahsoka Tano, were engaged in a duel with one another as the temple they were in was about to explode. After the explosion, Darth Vader was seen hurt and limping out of the wreckage. Since this series is set between "Revenge of the Sith" and "A New Hope", he has plot armor as his story is not due to end for some time chronologically. However, the person that does not have armor was Ahsoka.
Many figured that she was due to die during the "Star Wars: Clone Wars" series. It would make sense as it would be a good inciting incident and lead more credence towards Anakin Skywalker falling to the dark side. That was not the case as Ahsoka left the Jedi Order and the series ended a season after that. So while she was not dead and would presumably be safe from the massacre of the Jedi during "Revenge of the Sith", many were still surprised when an older Ahsoka showed up at the end of the first season of Rebels.
The beginning of the second season showed Ahsoka and Darth Vader crossing paths with one another. Though they did not make physical contact, they connected through the Force and the shock of who Darth Vader was so intense that it knocked Ahsoka out. Keeping the identity of who the Sith Lord was to herself, Ahsoka was scarcely seen after that. Her next major appearance had her reference that the last time she saw Anakin Skywalker was right before the events of "Revenge of the Sith". So while even though we never saw it, it can be assumed she was supposed to still be a presence on the Clone Wars television series.
So at the end of the second season of Twilight of the Apprentice, Darth Vader is injured but alive but what about Ahsoka? There is a glimpse of someone with a figure similar to Ahsoka's walking further into the wrecked Sith temple. It's more than likely Ahsoka but there is a certain ethereal presence in the scene and it is very fast. There is also the question about if that is Ahsoka then why is she going into the temple?
The creator and showrunner of the show, Dave Filoni, has mentioned that her story on Rebels is done. It is interesting how he specifically mentioned that her story on the show is done but not her story. Is Ahsoka dead? One would tend to think not. She was one of the lead characters on Clone Wars and a major supporting character on Rebels and also probably one of the most popular characters that did not originate from the movies. It would be odd to have her have an ambiguous death. So one would think she is not dead and we will be seeing her again after this point. The big question is...where?