Harry didn’t die, instead he is in a coma in some Kentucky hospital’s ICU and will wake up with amnesia.
Merlin sent an agent to retrieve Harry’s body but Valentine’s signal causes him and the pilot to engage in combat; the private jet goes down.
Out of the 10 Kingsman agents: Arthur is dead, Merlin is currently running things, Galahad is ‘dead’, Lancelot is still a rookie, 3 others have died due to Valentine’s nefarious plan, and the other 3 (Percival included) are trying to keep the world going.
Eggsy is unofficially a Kingsman, very very very sad at the loss of Harry but having his Mum and little sister live with him away from Dean helps, a little. A very little really ‘cos they’re living in Harry’s old place and his Mum keeps trying to change things around or throw things away or buy new things, but he won’t let her, gets very upset and storms out to the Kingsman estate to shoot at things in the range.
After months of mourning and things still being messed up, Kentucky’s John Doe remembers a name: Gary Unwin.
Don’t mind me, I’ll just be over there sobbing.
Shadow In The Light 