One of the worst heroic deaths has to go to Galiard's cousin Septimus, then ruler of Ethiala, which he had successfully saved from destruction ... only to get killed in a border skirmish in a war with Lasanar that was winding down. I think there were maybe a hundred and fifty people on both sides of the battle.
Similar to Richard the Lionheart - survive the crusades and a lifetime of military campaigns only to get picked off by a lucky archer during a siege.