After Fan Ye returned to the Big Dipper, Pang Bo was imprisoned in a mysterious place, but he didn't die. Later, he was rescued by Ji Ziyue and reappeared in the perfect world.
Hei Di is not dead. Since Fan Ye left the Big Dipper, he has been looking for the whereabouts of Fan Ye. Finally, Hei Di and Fan Ye reunited in Wei Zi Xing domain and went to find Pang Bo and Li Heishui together.
Li Heishui is not dead either. Fan Ye has been alive since he left the Big Dipper. In Perfect World, Li Heishui plays an important role, fighting against the enemy with Fan Ye and others.
Therefore, Pang Bo, Hei Di and Li Heishui did not die in Covering the Sun, but appeared in other forms in the subsequent plot.