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so is there a continuation of the of the Toaru Majutsu no Index vol 22 or the story just end where touma is either dead or MIA?

This is the continuation of the series. If you read this volume, you can find the answer to your question about Touma, but if you don't mind being spoiled i'll tell you under the spoiler;

Oh and think about this for less of a spoiler if you don't want it all to be told to you.

i heard that this is his second ''death'', so when was his first. cant remember having seeing it in the anime (up to date)

Its not exactly a death, but in the first few episodes, as you probably know, Touma
You can count that as a death. In this story though, "Death" is refered to a life changing thing. As the story shows, this "Death", every thinks he is But in reality, like Aezile said,
Touma's missing in action basically, but another character knows where he is. Touma'll always be part of the main lead, along with Accelerator and Shiage. Plus, continuing Aezile, when you think about, when was Index ever that big in the story? Sure the name has Index in it, but not much happens with her, just Touma. I have a feeling that the afterward means that Index'll be gone for a bit, but then have a bigger part in this series because of the "New Testament" part.