What's our next Companion? Is it a Moogle?

[Enkidoh]

I think there was a cutscene where Gaius kills them lol

That was Future's Perfect, the final 'original' 1.0 main scenario quest before Yoshi took over the helm and the story was changed to the 'Seventh Umbral Era' storyline, and yes, Gaius shot them in that scene (he then went to shoot the player's character too, but a well timed strike from Yda deflected that). However, shortly thereafter that scene, the Path Companion was shown alive and well (albiet injured), and the last that was mentioned of them at the end of that mission was Minfilia stated that the Path Companion had sought medical attention from the ALC's Guild in Ul'dah for their injuries... and that was the last they were heard from.

ARR's main scenario later mentioned that a lot of the Path of the Twelve's members participated in the Battle of Carteneau (and perished there - this is why Minfilia agreed to amalgamate what was left of the Path of the Twelve into the Circle of Knowing to form the Scions of the Seventh Dawn) so it can be assumed that fate sadly befell the Path Companion too (it's what I believe happened to Enki's Path Companion Imarah at least).