But protagonist's loss haven't been shown. I don't think that there was more than one line, where he thought about Maggie after arson. There could have been bittersweet moment where MC finds Maggie's body from the burned house and buries it, bringing many of the players into tears. So, I also hope that Maggie will be found and we'll see the moment when they'll see again.
Just for the sake of accuracy... he thinks about Maggie during the incident, at the start of chapter two while getting drunk, he repeatedly gets angry/upset when thinking about the incident
because of Maggie... and he even has a rather sad moment when he's laying next to Lyanna on their first night together where he remembers her as a puppy soooo... just saying the impact of the loss has definitely been shown/recalled multiple times throughout the story and we're still in the very early chapters.
Also, don't pay too much attention to the wording of this, as I'm not confirming or denying that she's gone forever, just sort of clarifying on what you mentioned cause I do feel that to be a bit inaccurate... objectively speaking. I mean that's literally the main reason he's actively hunting the guy down... he's not upset about the material things he lost, he's angry about losing her.