If you gain life at the same time Trelasarra, Moon Dancer is dealt lethal damage, it dies before its triggered ability can put a +1/+1 counter on it, but you will still scry 1.

Each creature with lifelink dealing combat damage causes a separate life gain event. For example, if two creatures you control with lifelink deal combat damage at the same time, a "whenever you gain life" ability will trigger twice. However, if a single creature you control with lifelink deals combat damage to multiple creatures, players, and/or planeswalkers at the same time (perhaps because it has trample or was blocked by more than one creature), the ability will trigger only once.

An ability that triggers "whenever you gain life" triggers just once for each life gain event, no matter how much life you gain.