Fallout 4 - Lost Deacon after completing 'The Nuclear Option'

I had Deacon as my companion while doing 'The Nuclear Option' quest and on completion (after exiting the Vertibird), he says something about seeing me back at Railroad HQ (at least, I think that's what he said). However, he isn't at Railroad HQ and is no longer my companion. I can't find him anywhere! I've been to every one of settlements and can't locate him.

Unfortunately, he's carrying a lot of decent weapons and I haven't reached max affinity with him yet so was hoping to carry on with him.

Any ideas how I can get him back?

Platform: Xbox One

I can think of one situation that would be consistent with all the facts you've laid out, and it's not even really a bug.

If you told Deacon to wait for you after the Nuclear Option (which is not that hard to do accidentally), then he would just stay there and not come with you to the HQ, or the settlemnts, or anywhere else.

In comments, you added that

I requested Curie to be my companion and the dialogue came up asking me where I wanted to send Deacon. ... I went to the settlement where I sent Deacon, found him, asked him to follow ... until I fast traveled somewhere and he was gone again.

This would also be explained by telling him to wait, although I'm not sure that that would hold up after dismissing him and recruiting him again.

I would go back to the settlement you sent him to, and see if you can tell him to start following you again.