LOL! He is a fictional character in the comics. In the game, he is dead with the rest of the clones. Remember the comics ARE NOT reflected upon the actually storyline of KOF.
Every character is fictional, everyone don't exist.
How did Kyo3 die in the game? I only know he is killed by K' in KOF 2000X Comics, and then killed again by Igniz in KOF 2002 Comics!
Anyway, I hope he is not really dead, I still wishes to see Kyo's clone.