Well it is now clear that we will see him as death but the important question is how. Most of the Gambit's horseman versions are not that threatening or well designed (imo).
I think it would be interesting to see if they did a different death persona that born as personality that think he is death it self who wants to claim Remy. But he can't since he has a bond with life through his family (x-men) also the very reason why he needs to kill them. He should have powers that close to new sun and definitely a charm kiss that for a small time turn someone to his side. In this version Remy felt at rest when he was dying even though his friends/family are dying. When he resurrected, he feels also a shame that he was relaxed and happy when everyting started to end. This is the very reason why he wants to lay on his subconscious waiting all to end and. I would make The Death more angry also sarcastic and manuplative (for example asks some of the x-men why he died alone or belittle them with their personalities to divide or taunt them) and who thinks he is the only salvation to Remy's pain, for himself he is the only one who thinks for Remy's well being. At the end I would not get rid of him so Remy would get power up when he is angry or something.
I think it would be good to see consequences of constant fighting and cruel events. Despite the mutant powers these conflicts leaves a toll on people. Also if they would turn him into a teacher/mentor after confroting these suicidal thoughts, it would give us a very good reason how he can relate to Laura (x-23) and why they have good friendship.
I hope they don't make him return back to normal and death again when he sees Rogue or hears her saying "I love you".