The losses of those characters do not necessarily involve death. Lelouch lost C.C. when she lost her memories, he lost Suzaku's friendship by the end of season 2 and it seems it'll get even worse, eventually
, also we do not know if Nunnally will survive the nuke or not; additionally, it says he'll lose Zero, but that doesn't mean he'll die, just that his identity will get exposed
. The only one who died was Shirley.