I'm randomling's and S'mon's DM in the Midnight game. I root for the PCs quite openly, my players are aware of that. They also know that I'm not pulling any punches. If they screw up or get fantastically unlucky, they'll die.
That said, I sure hope all four PCs will make it. (Currently the PCs Jez and Zana, played by randomling and S'mon, are prisoners, the two others have fled and are resting - they hope! - in a reasonably safe place of hiding, yet remain caught behind enemy lines.) The heroism of both Jez and Zana especially, and their growing, not always smooth or happy friendship have become defining elements of our game.
Here's what I posted to the players for the upcoming session.
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Couple of OOC DM comments for next session (6th May).
I'm going to run only the resolution of the divers messes your PCs are currently in, the next mission will begin on the 13th. There'll be split-groups play more or less throughout the session - so expect to play audience for other players quite a bit, and play for an audience in turn.
No one is dead or lost yet, OTOH no one's safe. So don't give yourselves up, don't get cocky - and for gods' sake don't bring backup characters! Whatever happens, you're not going to be playing new PCs that night.