Cross... :(
Blah, I don't believe he's dead and I won't be believing it until there's a little 'The End' attached to the manga and even then I'll still find it doubtful.
I don't know, it just seems awfully suspicious that someone like Cross would die so easily. Dying in a badass fight against the Earl or a Noah? Sure. Murdered in the Black Order HQ when he was already suspicious of the person at his door? Not likely.