Clear data never transfers your difficulty level over to another game. Also, if you beat FC on Nightmare with no carryover you'll find most of SC easy if you play it on Normal. I'd probably start on Hard if you're looking for a challenge. There are, uh, some moments like that. Less than you might be expecting but some. As of the most recent game, most significant deaths occur in the backstory or off-camera. If you want a specific number (and answering the second question behind the tag as well), it's Spoiler Between three and five, depending on if you count two unusual situations. As of Sen, no playable characters have technically died but the most recent arc is heading in a direction where it's a very real possibility I believe you can find a few on nico.