The war with the Sentinels resulted in a lot of mutant deaths that we don't see on-screen. Nightcrawler was presumably one of the casualties, and Beast was said to have been killed by a group of anti-mutant protestors in 2015 according to this promotional website.
Beast was killed eight years before. We don't know the fate of Nightcrawler but, assuming most of the mutant kind is dead, his absence might mean he is deceased.
There is actually a picture on the screencaps for the Rogue cut, and you can see the mural for all the Mutants who died. On the picture, you can see Nightcrawler's Rosary that he always held, showing that he too was killed in the current war.