My battlefield is a 3 might unit and Pyke. If the opponent attacks with two 3 might units. Would Pyke still make a gold even if he dies

No — Pyke, Returned doesn't make a Gold there; he dies in the same Combat Cleanup as the enemy units.

Combat damage is dealt simultaneously and all lethally-damaged units are then killed in one Cleanup, so Pyke and the two attackers leave the board in the same game action. A triggered ability can't evaluate its condition if its source leaves the board at the same moment the condition is met — the exact precedent is Viktor, Leader not triggering when he dies alongside other units (Rule 383.2.c.2, FAQ #11730). Pyke "sees" nothing.

Worth noting the trade itself: your 6 total Might assigns lethal to both 3-Might attackers, and their 6 kills your 3-Might unit and Pyke.

Two addenda: even if Pyke did survive, the ability is once each turn, so two enemy units dying would still only be one Gold. And he does get the Gold if the enemy unit dies in a separate action while he's still at the battlefield — e.g. you kill an attacker with a spell or ability before combat damage.