Bi Yao didn't die in Celestial Bane's ending. At the end of the novel, Xiao Ding brought Bi Yao and Bai Jingjing to life as two brand new characters. They appeared in Xiao Ding's new book, Celestial Sprint, and showed a different side from before. Thus, it could be said that Bi Yao did not die but continued her story in Xiao Ding's new book.