On the last quest in the main storyline "Lighting the Dragonfires", I exited the palace with Martin following and started fighting my way to the temple district. However, Martin died during the battle, and the game prompted me to load a previous save. I loaded up the most recent one, which was just after exiting the palace, only to be immediately prompted that Martin died, load a previous save. This also happens when I load the last autosave, which is about the same place as my last manual save. Any help here?

PC or console?

PC, via Steam, no mods. The two saves mentioned above are my only two.

Never mind, I fixed it with a little console trickery.

(At "Martin has been slain" window)
placeatme 00033907
Pause menu
Save to new save
Hit OK on Martin died window
Load said save

I was then able to kill the rest of the creatures, and soon after, Martin appeared a short distance away.

Well done. Sorry about not responding, I got a phone call.