I gotcha. Theory goes one of two ways: beginning in season of the hunt we find Osiris on the moon. He has been on this expedition in the ascendant realm where Seguira was supposedly killed. One theory goes that Savathun straight up murdered Osiris and replaced him, which would be the Osiris we "rescued" on the moon. The other theory is that he's not dead and is being held prisoner in the ascendant realm. In this scenario, he's still replaced by Savathun in that moon mission to begin Season of the Hunt. Evidence for this theory includes some shady stuff he's said, his reluctance to let us kill Quria and instead wanting us to capture it, his fascination with the Crown of Sorrow on the Glycon and insistence on bringing it to the last city, and of course there at the end when he is super shady in the epilogue. This is all also backed up by a lore card from Savathun's apparent perspective where she's freely walking through the city in a flesh body that is beginning to be rejected by her hive form (coughing up black mucus and whatnot). I think at this point it's a pretty safe bet that the theories are true.