Ok- the situation is that I am in Freeside,talking to the King.
I like the look of Rex so I dismiss ED-E and get a message he is heading to the Lucky 38.
Leaving the Kings and heading to the Lucky 38 I am just in time to see ED-E getting toasted by the Securitrons at the entrance to the Strip??
When he goes down I only get an option to search him, no option to reactivate him - even leaving the area and returning does not bring him back.

Is this normal behaviour?
Is there any way to leave him at Primm?
Is it safe to dismiss him actually at the Lucky 38 suite?

Thanks.

That's very odd. When I got Rex, I did the same thing with no problem.

I would say reload a previous save and see if it happens again. If it does, just walk him there and be careful in the future.

Dismiss him back to Primm. Go through the actual dialogue and you should be offered the option to send him back to the area he came from. Just tell him to terminate companion protocol and then use the other option besides the Lucky 38 option. Don't know why he's being killed, never happened to me before.