Does a heroic trigger still resolve if the heroic creature is gone?
Yes. Abilities still resolve if the creature that created them is gone*, or cards like Torch Fiend would be a little bit useless. This is because of the following rule:


  112.7a Once activated or triggered, an ability exists on the stack independently of its source. Destruction or removal of the source after that time won’t affect the ability. [...]


So in this case: your Akroan Crusader gets targeted by a spell, and puts a triggered ability on the stack. Even if the Crusader goes away, the ability still resolves. Then your Nyxborn Rollicker enters the battlefield as a creature instead, since its target is gone.

* Other stuff can make it fail to resolve, such as if the ability has targets and all its targets are now illegal - see rule 608.2b. But the originating creature dying won't do anything to prevent the ability from resolving.