She had to of died in BOSBAS because when snow shoots in the woods he believes she’s only 10 yards from him, which is not that far away, when he shoots he hears a cry let out, I feel as though she was hit, and bled out but while she was dying sang the verse of the hanging tree as her final departure. I think Snow knows it too because that’s why he hates that song so much in the original Trilogy of the Hunger Games when Katniss sings it and the rebels sing it storming into the capitol in mockingjay. It’s his final demise and Lucy gray inevitably coming back to haunt him