You find him close to the amphitheater on Chapter 3 hidden somewhat.

I wish I still had a save from before I went to the meeting in the amphitheater. The saves I kept after I finished my latest game were long after that. Oh well.

I know this post is pretty old now, but I saved Aryan and then went with Iorveth's path. I'm really curious-- how does he escape? What does he say? It's going to be a while before I finish my Roche playthrough :(

He says he's lived in the castle his entire life, and he knows nooks of which even the mice were unaware. In other words, he knew a safe spot to hide from the explosion and fire. For those looking for him, if you are entering the area in front of the ampitheater from the inn, there is a wall moving away from you to your left. He is often leaning against it. If he isn't there, follow that wall to the end. There is an alley behind it in which he likes to hide.

Amm lets say...Kinky fantasy you have there:P Only in that case if you kill Aryan. Otherwise, you hear at a certain point after the Prologue in a discussion that she is tortured to hell in a prison for her deeds against Temeria...or somewhat.

If Aryan is dead, Louisa enters a pact with Nilfgaard in exchange for protection for her and her children. After the prison scenario, she and the ambassador go to the upper castle, and she's probably kept under Nilfgaardian care from then on. At some point, the children are being transferred elsewhere (no idea where Louisa is at this point), and Anais is kidnapped and Boussy killed.

If Aryan is alive, Nilfgaard does not dare approach Louisa, so the above-mentioned pact never comes into play. Nothing is mentioned in the game about what's happening between now and Chapter 3, as far as I recall, but you do find out that Natalis secures the area with his men, and I would assume this means continuing to protect Louisa and the children (Aryan surely will, at least), as per Foltest's request. This is pure speculation, though, as the kidnapping of Anais and (likely) murder of Boussy, still takes place as a set-up for Chapter 3.