I assume you might be able to find it among the mountains of Vex bodies after he had his light drained from him or perhaps it is with his ship The Grey Pidgeon. There are also a few theories floating around that Saint-14 is not truly dead. At least, not yet. The problem with finite things like causality and the death of characters inside of Vex machines is that nothing is certain. Saint-14's mark stretched across the infinite forest, sure, but his body was found in the Dark Future simulation and may just in fact be that, a simulation. Perhaps Saint-14 is still out there and fighting for his life. Perhaps what the Vex fabricated and showed us was an illusion within the Infinite Forest to force us to look and stumble into their various ambushes conveniently waiting for us as we chase down the signal of the former Vanguard. Who knows what the truth is aside from those at Bungie who wrote it, but I will take great joy in speculating what exactly happened there, with Kabr, and the rest of those affected by the Vex, undone by the Hive, crushed by the Cabal, and silenced by the Fallen. That is the one thing that keeps me coming back to Destiny time and time again; the potential for an amazing story.