I do not know, but you could start a game with two AIs, one of which is headed by a death mage (for example, Ceresa) and force that one to surrender.

I've discovered what happens - it changes to an unbuilt death shard, and stays an unbuilt death shard until you reload, when it becomes a life shard.  But Kingdom champions (including sov if a Kingdom) can't appear to upgrade Death Magic on levelup (6 or 7 levels of testing, so not conclusive, but likely) but if you hire a Death Magic hero, that gets Death Magic 2 from levelups or starts with at least Death Magic 2, you can do it.  (So obviously you need to have picked Betrayers.)

On eof the reasons you may not see heroes with death magic is:

#1 it is a rare trait, probbaly maybe three heroes tops with it, just like life magic.

#2 the Ai hired them.

#3 the opossing faction encountered and killed them. The AI will kill unhired heroes fo the opposing faction.