Steven doesn't die in the Moon Knight comics. The character has endured and continues to be an important part of the story without facing death in the usual comic arcs.
In the comics, Steven Grant is indeed Mr Knight at times. It depends on the specific storylines and plot developments. Sometimes the transformation occurs for specific missions or circumstances.
Definitely. Moon Knight originated as a comic character and has had many story arcs and developments over the years. The comic versions offer deep exploration of his personality and adventures.