I had to keep reloading a previous save, because my Lora would randomly become missing. He wasn't dying in battle, and I wasn't getting him close to shriekers. After making it through three-fourths of the way through Act 1, only to notice he was randomly MIA yet again, I gave up. He had to have been suiciding on environmental effects off screen after a warp shrine teleport or something, because nothing else makes any sense. Worst design ever.
After you talk to your god for the first time, you will find him in the halls of echo. After that he will follow you as a spirit. I do not think you need him alive. Maybe for an achievement but not to follow its story line/
Well there's nothing about him in the quest log for his particular quest anymore (if there ever was one in the first place), and I don't see him anywhere in spirit form.