You'll find out in this recap.
So what happens when your Denpa Men die? They'll either go back to their original territory or you can visit the Spirit Shrine.
When wanting to visit the Spirit Shrine to get your down Denpa Men back make sure to have enough gold on you. For bringing a Denpa Men back you need an offering for the Spirit Shrine and how higher your Denpa Men, the more you'll need to offer. Are you willing to pay that much?