Melisandre is not a point-of-view character in the first four novels, her actions are witnessed and interpreted through the eyes of other characters such as Davos Seaworth and Jon Snow. In A Dance with Dragons, the fifth novel, she has a single point-of-view chapter. George R.R. Martin stated she will return as a viewpoint in future novels.
Based on the above text, what's the best answer to this question: does the red lady die in game of thrones?
no