Hmmm…this is an interesting question. Let’s start out with, the overwhelming majority of the stars that exist, you can’t see – they’re in other galaxies, the galaxy itself only visible through a telescope and the individual stars probably not resolvable even with the largest telescopes, except in the closest galaxies.
In our own galaxy, the overwhelming majority of the stars are too dim and/or too distant to see with the naked eye. And your basic question is, more or less, “If I go out in the back yard and look up at the stars, how many of the ones I see are still there?”
So let’s set this up: When you look at the sky, you can perceive the Moon, five planets (six with excellent viewing conditions and exceptional eyesight), one asteroid (again with special conditions), three galaxies (M-31 in Andromeda and the Magellanic Clouds, plus M-33 in Triangulum with the aforementioned special conditions), about 6,000 stars, and a small assortment of nebulae and other odd stuff that can be disregarded. The Milky Way is among this assortment of loose ends.
Stellar lifetimes range from a few million years on the main sequence for bright type O stars to hundreds of billions of years for small dim type M stars. The post-main-sequence helium-burning phase typically runs for about a million years. The fusion of more complex elements is a much shorter time frame.
I wasn’t able to quickly pull down a list of sizes and types for all 6,000 naked-eye stars, but it appears that if the samples I looked at are accurate, they’re about 70% ‘average’ close stars and about 30% big intrinsically-bright stars at a greater distance. While I can’t nail down figures (obviously) the “average” stars are within about 50 lightyears of earth, the big bright ones range from a few hundred to a few thousand lightyears.
Now, insofar as I can nail this down, of those 6,000 stars that show up as individual points of light to the naked eye, something over 4,000 of them are in the same general range as the Sun in terms of lifetime: happily chugging along as main sequence hydrogen-burning stars with a lifetime on the order of the Sun’s ten billion years – say 2 billion to 50 billion to approximate a range. That means none of them has blown up, run out of fuel, or anything else in the 4-50 years it’s taken their light to get to Earth.
Almost all the other 2,000 are giants or supergiants with a shorter lifespan, but are presumably mostly in the helium-burning phase, taking a million years or so to go through that … a substantially longer time frame than the few thousand years maximum distance. It’s of course possible that one or a few of them were at the end of that phase as of when their light started to Earth and have gone on to the next, catastrophic steps, in the interim. But in my opinion that’s unlikely.
There are three stars that are supergiants which are irregular long-period variables with the potential to go supernova. Two of them are Betelgeuse (Alpha Tauri) and Eta Carinae; I recall from past supernova discussions there being a third but don’t remember the name of it. These three, it’s possible that in the 450 years (Betelgeuse) and 7000 years (Eta Carinae) their light has been travelling to Earth, they have gone off the deep end, into a catastrophic explosion. No certitude here, of course, but the chance that they have is substantially greater than anything else. (I’m sure a relativist will raise an issue about our talking about simultaneity with reference to objects at astronomical distances, but let’s for purposes of this discussion say that we’re talking about what might be perceived at some reference frame where our “now” and what we’ll see from Betelgeuse in 450 years are effectively equidistant.)
The Milky Way, on the other hand, is a concentration of stars along the disk of the Galaxy at distances too great to permit them to be naked-eye observed as individual stars, but with the cumulative light concentration from the lot of them adding up to produce a “stellar haze.” These can be up to the tens of thousands of lightyears away, and it’s quite possible that a few of them are in that instability range.
The Magellanic Clouds are 179000 (Large) and 200000 (Small) lightyears away. They are not resolvable into individual stars without a significant telescope, but it’s quite probable that at least some of their brightest stars have since gone to their reward. That probability approaches certainty in the Andromeda Galaxy, M-31, two million lightyears away, where the brightest main sequence stars, the Type O stars, have a lifetime on the order of their distance in lightyears, and the visible giants and supergiants would have had lifetimes in years shorter than the distance in lightyears.
Distant galaxies and galaxy clusters, observable only with large telescopes, are almost certainly “fossil light” – the product of stars no longer in existence as regards that imponderable simultaneity between us and them.