Yes, Tony Stark's death has been depicted in certain comic series. However, the comic universe is complex and sometimes characters can return or have alternate storylines where they don't die.
It could start with Harry having a strange dream about a cold, snowy land filled with direwolves. He wakes up curious and through some magical accident, ends up in the world where Brandon Stark lives. This sudden appearance in a new world full of different rules and politics would be the starting point of their adventure together.