Responses
the penalty can't even really be called penalty rn, all it does is showing him trauma of the one that killed him (on the contrary it even benefit him like what happened with floor 10 boss)
so yeah the only scenarios he will suffered from are 1) captured with no way to suicide like you said 2) captured and tortured until they broke his spirit (since he still vanurable to pain, he just not afraid of death)
OMG I JUST IMAGINED THIS
Scenario A) He is locked up, hands and feet tied, mouth muffled with no way to kill himself while either being told someone he cares about is going to be killed or that they're being killed in front of him. He is tied up, not bcs the culprit knows of his return by death capability but just to torture him by showing him that etc.
Scenario B) He is out on a mission/clearing a dungeon/journey/out for business. And he comes back to news that someone he cares about had died at some point more than a day ago
and whether it is A or B, he falls into despair and the feeling of both helplessness and hopelessness overwhelm him, triggering EITHER numbness to death in general not only his own death OR anxiety over death of others which leads to paranoia and maybe overprotectiveness.
BUT at this point he doesn't really care too deeply about anyone so we good for now ig