Just before taking out the courser, when I was resupplying at the Castle, Nick disappeared. He was an active companion, and was with me at the Castle, but I could not find him by the time I left.
Fast traveling to another location did not help. I exchanged him for Cait, and sent Nick to Red Rocket. Looking on the map, Red Rocket had 1 settler (previously 0) so I killed the courser and headed to Red Rocket.
When I got there, Nick was not around and the settlers count was again 0.
I tried console commands, they do not work. Nick was not teleported to my location, or was invisible and silent. He is also not within Goodneighbor, any settlement, nor Diamond City.
I have no idea what to do next to get him back.