I SWEAR I read this somewhere and of course I can't find it...

Let's say I have 3 X-Wings in a wing. One of the wingmen get destroyed. Are the wing leader and remaining wingmate still in a wing or are they now forced to be separate ships?

I had an amazing torpedo run going and suddenly I was two ships instead of a tanky wing... got picked off QUICK after that...

A wing at setup must consist of 2 to 5 wingmates.

There seems to be no rule enforcing a wing to dissolve with just the leader and 1 wingmate left.

Still a wing. You still meet the requirements. It's only the wing leader's destruction that forces a split.