Here are some articles and links to the supposed rumor, whether true or false you will have to decide for yourself

1. This was spreading on twitter - if you look up 'Julija' on twitter (https://twitter.com/Julija9j) it states that the account doesn't exist):

2. https://www.euronews.com/my-europe/2022/11/04/fact-check-has-the-man-probing-the-nord-stream-explosions-died

3. https://www.asiamarkets.com/erik-olsen-mystery-is-a-nord-stream-investigator-really-dead/