I assume you're on a console, because for PC lost companions issue has recently been patched - we now have map markers for companions and unless we have told them to wait they will rejoin us when using fast travel. So expect that function in your next patch if you don't have it already.
Mind you, pre-patch I had the exact same thing with ED-E disappearing at that same point in the game, so it is a bug. I reloaded from a save before the explosion, took him to another level of the vault, and told him to wait there, he was still there when I got back.
What you could try is using the elevator in Vault 22 as that often spawns active companions right next to you.