The Mandalorian Season 2 ended with the stunning scene of Luke Skywalker taking custody of Grogu and promising to keep him safe. Unfortunately, as shown in the Star Wars sequel trilogy, Luke might not be as capable of keeping that promise as he thinks. Kylo Ren’s butchery of Luke's Jedi Academy meant a number of apprentices met their end despite the protection of their headmaster, and with Grogu presumably still in his infancy at that point, it leads to a thorny question: where was Baby Yoda when Kylo Ren burned down the Jedis' future?
The easiest answer is that Grogu was present at the Jedi Temple and presumably met the same fate as the other apprentices. This fits into the timeline – and Ren, like his grandfather, presumably had no problem butchering children – but it also renders the first two seasons of The Mandalorian moot, since all of Mando’s efforts to save Grogu ultimately come to naught. It’s also quite grim in its own right, even for one of the darkest chapters in the entire saga. Fortunately, there are other possibilities, and with Grogu’s story yet to be fully written, several prominent theories bear them out.
The Mandalorians Might Have Him
Grogu may be gone from The Mandalorian for now, but that doesn’t mean he won't return. His popularity among the fans makes further appearances likely, and Mando’s epic good-bye suggests that the bounty hunter’s thoughts will linger on his surrogate son for quite some time. It’s not a stretch to see either him or other Mandalorians taking more formal custody of the child, possibly after Luke has taught Grogu better control of his Force powers.
Furthermore, the Mandalorians have the ability to defend themselves against Force users, something both they and Luke are well aware of. That suggests an extension of the theory: Grogu might have been present at Kylo Ren’s purge and survived (he's used his Force powers to avoid flame before), in which case, Luke could very well look to the Mandalorians to protect the child afterward. Besides Din Djarin himself, there are figures like Bo-Katan Kryze, who has a connection to Obi-Wan Kenobi and therefore might be a figure of comparative trust in the dark days after Ben Solo’s turning.
Ahsoka Tano May Have Him
Another possible guardian is Ahsoka Tano, who survived both Order 66 and the Galactic Civil War as evinced by her celebrated appearance in The Mandalorian. She more or less passed on taking custody of Grogu the first time around, but she might be persuaded otherwise if circumstances become difficult. And with her relationship to Anakin’s children as yet undefined, there could be a powerful scene between her and Luke that concludes with her accepting responsibility for the child.
Additionally, Ahsoka’s unparalleled Force abilities might give her an edge that Luke doesn't have: she might be able to perceive the growing threat from Kylo Ren in ways a blood relation might not. That could prompt her to act in order to save Grogu from the coming bloodbath, and since Ahsoka has mixed feelings about the Jedi in general, she might take it upon herself to keep Grogu free of Luke’s new school.
For now, these ideas remain theories. It’s doubtful, however, that Lucasfilm will simply let Grogu roll into Kylo Ren’s massacre without further embellishment. While Luke might not appear again, there are more than enough established characters to step up and help him keep his promise to Mando.