During the temporal crisis on Dominaria, Windgrace sought to heal the rift over Urborg. He realized his battle against both the shadow creatures of the stronghold and the alternate-timeline Phyrexians coming through the rift would be endless. So he attuned himself to the rift and in his last moments diffused his own essence into Urborg itself.
Windgrace is physically dead, although perhaps metaphysically alive within Urborg.
"Phyrexia is an unforgiving place, and I am an angry lord in an unforgiving mood." -Lord Windgrace (Divine Light)
"Yawgmoth's corpse is a wound in the universe. His foul blood seeps out, infecting the land with his final curse." -Lord Windgrace (Urborg, Tomb of Yawgmoth)