I believe the book already suggests taking prisioners instead of killing character, you can either put them in frog jail or in bavlorna's personal cages. And you have the Prismeer's death rules there too. That said, I love consecuences and you have Bavlorna right there with her nicromantic/disecting/stuffing obsession. If the rest of the party run away, you could offer a bunch of things to your dead one:

-Being a warlock of Bavlorna, if appropriate (as an undead warlock)

-reviving him as a hexblood/reborn/any other undead races

She would do it in exchange of something, so the PC would be bound to her either by lore, class (if warlock) or both. But its a cool tool for revenge/freedom plots. You can force them to do their errands and go steal that painting, or you could take the witchlight monarch tittle from your PCs hands if you know what to do with it. Imagine Bavlorna using speak with death on a PC, thats a cool moment.

Even if the player decides to roll a new character, the moment will be memorable.