SPOILERS FOR THE ENDING!!!
The ending is an open ending! I believe that it doesn't necessarily mean that they died. Weird Yu rather escaped death and as he was struggling in the river that divides the living and the dead yanzhi jumps in to save wei yu. Then we have the last words of yanzhi. I think it is up to the reader to imagine them finding peace together in death or come back alive and spend their lives together in peace until they die.
Fall In Mistaken Love