I don't think the single main character can be killed off in the middle, unless there's some means of reviving them or giving them a different existence, but it can be effective if an important characters dies, because it makes the reader uneasy, thinking, if so-and-so can die, anyone can.
As far as the main character dying at the end is concerned, I thought at first there are loads of examples, but most of those are horror. I'm sure there are plenty, but one off the top of my head is King's Daughter by Jane Gaskell, which was published in the 60s, I think, when she was about 15, where the POV character dies at the very end, and the POV transfers to another character for the last page or so (3rd person POV, that is).
The thing about the sequel reminds me of the end of the film Hawk the Slayer, one of the first of the 80s fantasy films, where the chief baddy is killed, then the film ends with the Dark Lord coming for his body and saying something to the effect, Your usefulness to me is not over, I will make you live again. Just in time for Hawk the Slayer II, of course.