I'm not buying any of the rumour mill nonsense. Probably started by fan bois who don't like that the show is actually a Star Wars show and not a 70s-derivitive rehash of Kung Fu/Fugitive/Hulk. Not the same old thing they want, so it must be a disaster of epic proportions. "Oh, they're going to kill off Din!" What nonsense.
Honestly, I don't understand what the issue is. The show just keeps getting bigger in scope, intricacies, and production values and some people are griping about it instead of enjoying the expansion. Just pathetic.
If they were getting rid of Din, Gideon would have killed him right on the spot rather than "taking him away for interrogation." That felt manipulated, so Din isn't getting killed off since they forced a survival of being captured. Gideon then raises the door and tells his men to kill all the Mandalorians, why did he Din alive? He had no reason to except that we're not going to kill the main character. So, no, the rumour is not happening, just based on that deus ex machina alone.