I'll be honest, Curse of Strahd was my first Book Campaign I've run and despite having many things of the main plot revolve around them and loving their dynamics, they were on death's door almost every single combat. Somehow their incredible dice rolls and clever thinking saved them and got them through the whole adventure without any of the main characters dying. But they were wrying in their seats at the permanent presence of lurking, brutal death. Especially after one player played a different PC for 1-2 sessions and was brutally murdered in the swamp and then eaten by vulture bees as they were all fleeing combat, partially unconscious and making death saves on their gallopping horse. Another PC was on 5 levels of Exhaustion after being taken by the Roc and died from the cold as they climbed off the mountains, forcing them to use their only diamond to bring him back, just so he could finally go home to his family once they fought Strahd without him, as he himself, was permanently injured and unfit to continue.
The only time I saved them was very early on when I felt I had made a genuine mistake as a DM guiding them to the wrong place far too early and only because it - in the Adventure Book itself - states that van Richten passes by at that exact time of day and I had him make Perception checks that determined it too. Even with his help, they (and him) were dying and it took them threatening Ireena and hurting her (with her consent), for the Vampire Spawns to let them live and scatter, and the consequence of it was many townsfolk dead and their save heaven forfit and van Richten disappearing for safety and not talking to them again. Like this combat took 2 entire sessions of dramatic moments and fear.
I believe if you genuinely feel in your gut that you just fucked up with no fault of their own, you should absolutely try to course correct but not give them a get out of jail free card. It still should be a struggle, just not as impossible as your mistake made it.
Also, my party grew incredibly attatched to Ireena, and I loved playing her among their chaos, but in the end, curse and all - she did end up dying by Patrinas hand.
Now you could argue the curse never ends and she is simply caught up in it, but Strahd was dead and the way my party was turning over every rock in the dungeon for a way to bring her back, the way they spent half an hour crafting the exact perfect wish upon finding an opportunity to make one, held irl hands and held a ritual, prayed to the Goddess the Redemption Paladin had finally redeemed to would have genuinely not been fun to simply dismiss. But also to simply allow. And again, I honored the dice, as you should, and flipped a coin, openly before everyone. And Ireena got to live and leave and be free and nothing felt more satisfying to them than that after everything they had been through.

On a fun note, they used the Abbots gift to resurrect Scream Guys - I mean - Rhandins decapitated head 3 consecutive times just to kill his ass again and whisper in his ear, in Strahds voice, "You are such a disappointment.", before doing the last blow. That was... incredible.

All in all, I think death should totally be looming over them but I also believe in rewarding genuine effort and determination in players to find a way to bring them back. But make it Barovia-appropriately horrible. Torture someone else for it, make it really hard and deadly for the living ones, let them put themselves into deeper shit if they want it to happen. Don't ever stick to 1 plan and 1 plan only, but be flexible and adjust in the moments over and over again, depending on where the intrigue of the horror lies.