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It is overtly stated in the second half of the anime that the Heroe cannot die, since their fairies protect them.

Togo attempted suicide in every way possible to her, even by carbon monoxide asphyxiation and poisioning, and the fairies protected her every time.

Even when battling the Vectors, the worst they get is a bashing against the fairies' shield and powering down.

In the prequel novel there seems to be a character by the name of Minowa Gin that died.

What were the circumstances of her death?

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In Gin's era, the Hero System wasn't fully developed yet. The girls didn't have fairies to protect them, so they could and often did get hurt. They also didn't have the sealing ritual or Mankai at first either, so in the early battles they had no way to kill a vertex; the best possible outcome was to drive it off without any of them sustaining any serious injuries, but they weren't always that lucky. Gin died protecting the other two girls after they had both been injured in a battle, but for the full story (which is both heroic and sad) you really should read the light novel - it's a good book, and answers several questions that were left open by the anime. All of the chapters have been fan-translated into English and posted online.

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