Ireth
Myth Weaver
Nothing wrong with upsetting the reader. If they care about the protagonist, then they should be upset when he/she dies. If they aren't, you've failed to create an emotional connection between the reader and the character. You want them to care about the character; that makes the death all the more powerful.
Thanks for this, Steerpike, even though it isn't directed at me. XD Makes me feel a lot better abut killing off one or two of the protagonists in a WIP. It's really the best ending possible for those left alive, and for those who die as well, since they otherwise would suffer a worse fate (at least in their eyes).