Why would it be out of character? Tyrell's trying to get him to stop calling attention to himself (Elliot), and stop the cab driver from asking questions. Not to mention, Tyrell has no idea that Elliot is mentally damaged. He's assuming that the Elliot with the Mr. Robot persona is the same Elliot that took down ECorp, when it's likely not the case. If he was all in Elliot's head, then why mention that he's exposed outside of the cab and needed to find a place ASAP? Also, does Elliot even know that Tyrell is the most wanted man in America after going to prison? Last I checked, Mr. Robot said that it wasn't safe for Tyrell to communicate with him. And lastly, how does it explain why Joanna was able to know about the gifts she keeps getting (especially those that require intimate knowledge of the family) and its meanings?
The reason I think he's alive is because Stage 2 is likely Tyrell's way of getting back at the company for screwing him over, and sets up his character arc nicely (from wanting to work together in S1 on his terms in ECorp, to now essentially being a hacker and working alongside Elliot and The Dark Army). After all, he is obsessed with power as much as Elliot is obsessed with taking down the corporate world. And knowing Tyrell, I fully expect Stage 2 to be something batshit insane involving collateral damage. Not to mention, Tyrell is the only reason that Mr. Robot is afraid when Elliot snoops around, which implies there's something he's hiding that he does not want Elliot to fuck up on. Robot would never disappear if it was just another dissociative state.