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Spoilers to Pietro and Age of Ultron ahead!
Ok, so we all know that even though they didn't out right say the words in the movie, Pietro is probably canonly Dead. I didn't like that because no matter what version of x-men I watched I always liked Quicksilver. So even though this isn't a real story, I'm going to give you readers all my in denial reasons and rants for how he isn't dead.
Reason 1 In everything I've looked at, it seems that Speedsters in general have excellerated healing, so it's safe to assume that so does Pietro. That might have kept him alive long enough to get him onto the Hellicarrier and into the infirmary. And even though it's the old Hellicarrier, it's still got to be pretty advanced and high-tech. Also, they went into this knowing it was an Avengers battle, so they probably had all the doctors and stuff set up already.
Reason 2 That lady -Helen Cho- from the beginning of the movie, is still alive. She got shot and all, but at the end of the movie She's walking around and doing stuff. As I'm sure many of you remember, she's the one who patched up Hawkeye. Thus, it's possible that she was well enough to be there at the final battle just in case anybody was seriously injured. I don't know what her machines are supposed to do exactlly but I figure that they would be well enough suited for a job like patching up a bullet riddled super.
Reason 3 Because as far as superhero comics and stuff gos, nobody stays dead but Uncle Ben. Thus it is entirely likely with the upcoming Infinity Stone stuff, the impossible can, has, and will happen. They are Superheroes after all. For them, the only impossible things are getting enough sleep.
And there it is. All the reasons that Pietro isn't (or at the very least, won't stay) Dead. Basically this is just a plea to anyone anywhere that the cute, funny guy in the movie continues to be an awesome and very much alive character. Thank you and remember: PIETRO LIVES!