Yes, Madrid's squad has long been at the point where they are not 100% dependent on every player and they can be replaced. Regarding Killian - anything can happen, but this time I don't believe the deal can fall through, if it does it certainly won't be for the reason that he stays in paris, he is well aware that he is unlikely to have a great future at this club
In the unlikely scenario that this deal between Mbappe and Real Madrid doesn't go through this season, it would inevitably beg the question what the alternative would be. Mbappe will definitely leave PSG or correct me if I am wrong, but I think he has openly communicated this as a matter of fact. Now what options are there left on the table when he does decide against Real Madrid. In my opinion the only two options left would be Manchester City and Liverpool, but Liverpool only if Salah decides to leave the club and goes to Saudi Arabia for well over 100 million. Otherwise I doubt that Liverpool would be in the position to finance that transfer. Mbappe is a free agent, but he will go for the signature bonus in the amount of the transfer fee that would have otherwise been paid for him.
I am excited to see how this story will finally end, but Real Madrid is like 90% likely I guess. Manchester City is stacked with great players although Mbappe would of course improve the team, but not as a central striker as they would barely go for an either/or between Haaland and Mbappe.