At the start of my turn, my Always Watching is on the battlefield, granting my creatures +1/+1 and vigilance.
I attack with my Shadow Glider (a 2/2) and my Kitesail Scout (a 1/1).
My opponent blocks my Shadow Glider with his Shadow Glider.
At the end of the declare blockers step, when we can cast instants and before damage is dealt, my opponent casts Naturalize to destroy my Always Watching.
My question is this: do I lose the benefits from the Always Watching, so both Shadow Gliders die, or does his Shadow Glider die and my Glider lives? What happens to vigilance for the Kitesail Scout?