There's Still Hope For These Dead Game of Thrones Characters — in the Books

How he dies on the show: Hizahr, to whom Dany becomes engaged, is murdered by the Sons of the Harpy in the raid on the fighting pits in season five.

Where he's last seen in the books: After Dany's disappearance, Hizdahr tries to assert himself as the ruler of Mereen, but he's stopped by Grey Worm and Ser Barristan, who eventually capture him.