Does anyone know a yaoi, with a bad ending?

Any yaoi manga tagged with Tragedy is a bad ending for me tho

Sometimes but not really.
I've read some tragedy Mangas and at the end it was a happy ending, it was just the plot that was tragic.

http://www.mangago.zone/read-manga/ai_o_kou_kemono/

http://www.mangago.zone/read-manga/boys_next_door/

Ah okay, in my definition, tragedy is manga that ends with bad things happen to protagonist, commonly with death in the end. But for the tragic plot you're talking about I refer that as an angsty manga instead of tragedy
But you're right, there are some manga that start tragically but end with happy ending