I don't think Thawne is truly gone. Just that specific aberration of him is. We've already seen him survive this happening once, I'm sure there is one of his duplicates on the run in another time period. He'll be back at some point.
Well the only thing that caused doubt is that every single instance of him that he brought to that one time from either future or past also evaporated when it happened.
So I didn't know if that was intended to signify him being completely gone or not.