Update: We do know what happened to Rhaegal!
After the finale aired, Rhaegal was likely mourning in the loss of his brother with his other brother Drogon. The two are seen flying into the Dragon pit, where the Dragons of old shrunk in size and became small, along side Daenerys for the meeting amongst the three Kings and Queen of
No, we don't know what happened
Through the rest of the episode we don't get to see Rhaegal again. We have every reason to believe he's alive and back with Dany. It would be very unlikely for the creators to have the White Walkers either turn him without showing us. Or have him flee in panic without using it as a cliff hanger.
The fact that Rhaegal is with Daenerys will likely be confirmed next episode. Even though I'm the trailer for the next episode (S7E7 spoilers)
Neither dragon was shown in the fleet sailing to Kings' Landing or at the meeting between the two queens.
His lack of presence can be seen in this video, after Benjen's rescue:
Part 3 of the episode with the earlier fight can be seen here