I assume he's still about somewhere in Ultramar, probably still on Calth, Guilliman certainly still believed him to be fighting the Underworld War there. A few people think he's dead, due to the infiltrators taking on his identity, but I doubt it. He's too much of an established character in Know No Fear and his own short Censure to have been killed off as easily as that. That and the infiltrator posing as him wasn't carrying the exotic sword Guilliman had loaned Thiel at Calth, nor did he even know what type of sword it was, in fact he didn't even seem to know what Guilliman was talking about.
This all happens in chapter 5 of Unremembered Empire.