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Cause of "death": Technically, when last we see him, he's sleeping, but he's still in pretty rough shape from all those Sons of the Harpy spears.
Why he may be dead: If he's just having a nap, then Dany's not in any particular danger from the Dothraki horde that just surrounded her.
Why he may not be: Again, he just seemed to need to sleep it off, and the audience has no real connection to the other two dragons chained underneath Meereen.