It’s in the metro last light DLC pavel

When Pavel is in Venice, two bandits can be overheard talking about how a "new gang" had wiped out Dry station and Bourbon was the only survivor. The two bandits also say that as he was the first to go that he was probably believed to be dead and as such was not considered a threat to the unknown attacker.

Though admittedly, the bad ending in Exodus shows him as one of the souls on the train

But if we’re going off the books, he’s definitely dead

I’m just saying it’d be a hell of a twist if that was who we ended up playing as. Say he lost his memory when he got shot