Does gaz die in Call of Duty four?

Nope, he doesnt die at all

I personally saw a frag explode next to him, what he did after the blew up? was just stand up and run

yes he does at the end the bad guys shot him in the head

Gaz, Captain Price, And Griggs Die In the end of the game. Although there is no comfirmation to this... you can tell because Zachaev Shot Him Right In The Head. Griggs Got Shot In the throat/chest when he was pulling Soap. And When You Were Getting Lifted on To the carrying thing you could see them doing First Aid And It Looks Like He was dead.

Now that's where your wrong, sure Gaz gets shot but,he didn't get shot in the head it was his neck and Price didn't die.Sadly Griggs did die in monder warfare 2 Gaz is Ghost and price was a prisner for Makorv but sure enough they save him. So that pretty much all you need to know