It sounds like you're empathizing a lot with them. Do you have death related trauma? Did someone you love die and it greatly affected you? It's possible you're transferring to the character.

I used to have anxiety about seeing women do a lot of domestic labor on TV because it reminded me of how the women in my family were taken advantage of and used for domestic labor. When you feel better, examine that and see if you are transferring.

I'm the meantime, do self care, and see if you can read ahead to see if a character dies, and you can maybe fast forward through the scene until you feel like you can handle it.