… if no one died in Death of the New Gods?
No, really, I think it could be brilliant. Instead of putting “Death” in the title and then attempting to surprise readers by killing people, you go the opposite direction and subvert expectations. Every issue ends with a cliffhanger that, one assumes, will lead to death, but the next issue begins with the character making a clean getaway.
Then at the end of the series, someone says “Phew, we all had a lot of close calls!” And then everyone gets together and sings.
Seriously. I’d buy that.