Chapter 46, Uttarabhaga of Kurma Purana and Chapter 4, Book 6 of Vishnu Purana describe Prakrta Pralaya (natural dissolution or Maha Pralaya).
Kurma Purana explains from Shiva pov while Vishnu Purana explains from Vishnu pov but at lower level both Puranas mention same thing.
Chapter 45, Uttarabhaga of Kurma Purana explains Maha Pralaya as follows:
महदाद्यं विशेषान्तं यदा संयाति संक्षयम्।
प्राकृतः प्रतिसर्गोऽयं
प्रोच्यते कालचिन्तकैः॥८॥
When the ultimate causes of the universe beginning with Mahat and
ending with Viśeşa undergo dissolution, it is called the Prakata
Pratisarga (natural dissolution) by those who ponder over Kāla.
1. Which loka will survive after maha tandav (pralaya)?
As per Shiva Purana, both Sivaloka and Vaikunta exist even if whole Brahmanda is destroyed.
Chapter 15, Rudra Samhita (Srsti Khanda) of Shiva Mahapurana says
ब्रह्माण्डस्य तथा नाशे वैकुण्ठस्य च तस्य च।
कदाचिदेव देवर्षे!
नाशो नास्ति तयोरिह॥३६॥
O Divine Risi, even if the whole cosmic egg is destroyed Kailasa and
Vaikuntha would never be destroyed.
As per Chapter 2 Brahma Khanda of Brahmavaivartara Purana Goloka is eternal like Lord Krishna.
तेषामुपरि गोलोकं नित्यमीश्वरवहविज।
त्रिकोटियोजनायामं विस्तीर्णं
मण्डलाकृति।। ६॥
O Brahmana the Goloka is located above all the three worlds which is
eternal like the lord himself. It is spread into crores of yojanas
Similarly, Devi centric texts say abode of Devi or Parashakti is never destroyed (will update with quotes shortly).
2. Bramha will die but what about lord vishnu and shiva (and sakti)? It means both of them will never merge into supreme brahman?
While Chapter 32, Book 3 of Srimad Bhagavatam doesn't explicitly say Brahma attains Moksha at time of Mahapralaya, some commentators say Brahma attains Moksha. This is what SB 3.32 mentions about Satya Loka and Brahma (translated by Dr. GV Tagare and J. L. Shastri)
द्विपरार्धावसाने यः प्रलयो ब्रह्मणस्तु ते तावदध्यासते लोकं परस्य
परचिन्तकाः [Footnotes] ||८ ॥
8.Those who meditate upon Hiranyagarbha (Brahmä) as the Supreme Being , stay in the Satyaloka (Brahmä's region) to the end of the second
Parärdha which is time of god Brahmä's Pralaya (the mahapralaya
indicating the end of Brahmä's period).
क्ष्माम्भोऽनलानिलवियन्मनैन्द्रियार्थ भूतादिभिः परिवृतं
प्रतिसञ्जिहीर्षुः ।
अव्याकृतं विशति यर्हि गुणत्रयात्माकालं
पराख्यमनुभूय परः स्वयम्भूः ॥ ९ ॥
9 When the great god Brahmä enjoys his full span of life called
Parärdha, he desires to withdraw the universe com- posed of the gross
elements, viz., the earth, water, fire, wind and the sky, the mind,
the sense-organs along with their objects and the ahamkära. He
becomes one with the Prakrti composed of three gunas and enters the
unmanifest Brahman.
एवं परेत्य भगवन्तमनुप्रविष्टाये योगिनो जितमरुन्मनसो विरागाः ।
तेनैव साकममृतं पुरुषं पुराणं ब्रह्म प्रधानमुपयान्त्यगताभिमानाः ॥ १० ॥
10.The Yogins who have controlled their breath and mind and are unattached to worldly objects reach along with Brahmä (Hiranyagarbha)
to the immortal highest Brahman, the ancient Purusa; (for till then)
they have not yet shed off their ego (ahamkära) completely.
अथ तं सर्वभूतानां हृत्पद्मेषु कृतालयम्श्रु तानुभावं शरणं व्रज भावेन
भामिनि ११ ॥
11.Oh brilliant mother, you devoutly take shelter under him who is
enshrined in the lotuslike hearts of all beings and whose glory you
have heard (from me).
आद्यः स्थिरचराणां यो वेदगर्भः सहर्षिभिः योगेश्वरैः कुमाराद्यैः
सिद्धैर्योगप्रवर्तकैः ॥ १२ ॥
12.(Even god Brahmä is born again). God Brahmä (who bears the Vedas within him) is the first (i.e. the creator) of the movable and
immovable v. orld. Along Wilh sages (like Marici), great Yogins like
Sanatkumära etc., and Siddhas who have propagated yoga path, even he—
Commentary says:
Footnotes. परस्य परचिन्तकाः (parasya Paracintakäh) : Yogins who meditate upon the Paramätman —VR.
VC. notes that those who meditate upon Hiranyagarbha only are not liberated after Brahmå's liberation.
VJ. gives a different process of this samhära or withdrawal : Brahmä is withdrawn into the unmanifest Lakshni along with the
deities presiding over all Tattvas. He enters Parabrahman through
Laksmi.
Chapter 46, Uttarbhaga of Kurma Purana says Brahma, Vishnu and Rudra unite during Mahapralaya.
पीत्वा तत्परमानन्दं प्रभूतममृतं स्वयम्।
करोति ताण्डवं देवीमालोकय
परमेश्वरः॥ ११॥
Then, He, imbibing the great bliss, the prolific effusion of nectar,
looking at Parvati, consumes the nectar and then perform Tandava dance
himself.
पीत्वा नृत्यामृतं देवी भर्तुः परममंगलम्।
योगामास्थाय देवस्य
देहमायाति शूलिनः॥ १२॥
Consuming the nectar of the dancing of her husband, the extremely
auspicious goddess Parvati, depending on Yoga, becomes one with the
body of lord Siva.
स भुक्त्वा ताण्डवरसं स्वेच्छथैव पिनाकधृकू।
ज्योति:स्वभावं
भगवान्दग्ध्वा ब्रह्माण्डमण्डलम्॥ १३॥
Then, burning the cosmic egg, lord Siva, by his own sweet will,
discarding the Tandava dance, returns to his blissful form.
संस्थितेष्वथ देवेषु ब्रह्मा विष्णुः पिनाकधृक्।
गुणैरशेषैः पृथिवी
विलयं याति वारिषु॥ १४॥
When Devas had been annihilated, Brahma, Visnu and Pinaka-bearing lord
Siva, are unified in a resting position, the earth with all the
virtues get absorbed in the oceanic waters along with its attributes.
3. Will any jivas survive who live in adobe of vishnu or somewhere else?
Yes. All Jivas who attained sarupya in Vaikunta, Sivaloka, Goloka and abode of Devi are not destroyed. Answered in point 1.
