Now there's a million reasons to say Nathan won't die and/or isn't dead, let me point out a few obvious ones:
• Nathan Petrelli/Adrian Pasdar is far, far, FAR too popular. It's in fact more fun for the writers to put the most popular characters in peril as cliffhangers. because that's just a thing they do.
• The Petrelli's are the main storyline. I've said it at the end of last season and I'll say it again. Without them no Heroes, simple as that. Hooking into that, without Nathan there would just not be an interesting Peter and vice versa. So by killing off one they'd have to kill off both, and they simply won't do that.
• The Nathan storyline is far from over; we don't know the specifics from what caused the drift from his family and he didn't get his happy reunion yet.
• Even if Nathan 'died' there's plenty of ways to bring him back, as this is after all Heroes verse. Besides, they just introduced the magical healing blood, it'd be ridiculous if they weren't going to take full use of it. Nathan has in fact already gotten a dose from Adam, who knows how long that will last? It may have already mutated his DNA. If not, there's always the daughter who already saved one father and early in this season seemed eager enough to help people with her ability. And then, of course, there's Peter. The other immortal. Had it not clicked in the hospital earlier, it must've now after he and Adam both walked away from getting shot by Victoria. He can save his brother, again.
See? Don't worry peeps, he'll be fine