So I was thinking. If the Mountain is already dead, can he be turned into a white walker by the Night King?
I don't think so. The books are a bit more detailed on this though still nothing confirmed... yet. In the books, Gregor's head is sent to the Martell's to prove he is dead since he confessed to everything during the trial by combat. Oberyn also had some sort of blood thickening poison on his spear so Gregor would die a slow death, which the grand maester misdiagnosed in the show but Qyburn understood.
Now for the fan theories that require some background info reminders.
Bran had a weird vision with a giant that had a stone head.
Arya asks Thoros (fire disciple) if a man can be brought back without a head.
Qyburn traveled with Jamie during his Bolton imprisonment. Jamie had that weird dream and asks Qyburn about ghosts. Qyburn tells him a bit about soul fragmentation.
Qyburn had studied under Marwyn, who had been to a Far East city of bloodless men called thralls.
Qyburn had been kicked out of the maester school for experimenting on living people and trying to learn about necromancy.
Magic returned with the birth of Daeny's dragons. A lot was said how magic died with the last dragon. The pyromancers working for Tyrion prior to the siege at king's landing commented how wildfire had recently become much easier to make after we saw the baby dragons born.
So the fan theory is that Gregor is one of the bloodless men that Qyburn knew existed but was finally able to successfully create now that magic has returned. Qyburn had required a lot of female prisoners during his FrankenGregor experiment, and fans believe he pieced together their soul fragments. When Cersei asks if one of the girls is alive (I think that nun who tortured Cersei), Qyburn said yes and no. I'm guessing the show isn't going to do a full stone head, but Gregor is all blue under that helmet so maybe parts of him will be stone.
A strong fan theory is Sandor will kill his brother Gregor (how could this not happen with all the build up towards it all these years), so I'm guessing we will find out then. Like Gregor's head will get cut off but he will still fight and then maybe killed by fire sword now that Sandor is hanging with the fire disciples?
tl;dr I don't think Gregor is dead like Jon Snow isn't dead.