Ennea mentions that she was a D:G test subject (although she doesn't mention it by name), and the only good thing that came of it was her ability to use an orbal bow. Duvalie and Arianrhod were the ones who rescued her from it. The other party members whisper about the cult but still don't actually say the name. I guess it's a "that which must not be named" thing now, although Gaius said the church assisted in wiping them out, so I suppose that means it's gone now.
Ennea heavily implies it back in CS3 in a scene where it's just the Stahlritter (end of Chapter 3 after everyone leaves Juno IIRC) talking among themselves where she similarly mentions she was part of a cult and I think Ines praises her for being able to break through the conditioning she was put through or something and I immediately assumed she meant D G. I know you didn't play Zero until after CS3 but I think that's the first hint towards that.
As for the Cult, IIRC in Zero it's mentioned that the Cassius-led operation crushed most of them and it was essentially said that the Gralsritter and Ouroboros cleaned up the rest. Joachim just managed to be the one guy who somehow escaped even that mop-up operation, I want to say he even mentions that himself. So, yeah, as of the end of Zero I think that was the end of them for real.
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xp1337: Don't you wish there was a spell-checker that told you when you a word out?