Megumi is not dead in the JJK manga. The manga continues to feature him and his adventures. The story hasn't reached a point where his character is killed off.
As of the latest chapters I've read, Megumi is still alive in the manga. Usually, such major character deaths are significant plot points and would be well-publicized if they occurred.
Well, Megumi's story in the manga was full of twists and turns. She had to overcome various obstacles, and there were also some unexpected developments in her relationships with other characters.
Nope, Megumi is alive. The author has chosen to keep Megumi's character alive to continue developing their story and interactions within the manga's world.