The main thing is realizing that a TPK does not mean "Total Party Kill", but a "Total Party K.O". This is harder in "hit points" based games, i.e. D&Derivatives, where it is strongly implied that wounds are actual damage to body and that falling down means dying ("death saves" etc). The second thing is that defeat, like a TPK, means the situation gets worse, not the party or the game is over. OP made a great list of examples, and I personally use the name of one chapter of the Hobbit as a motto for this kind of approach - Out Of The Frying-Pan Into The Fire. It's a staple of pulp narratives, and should be a staple of all action/combat oriented RPGs.