If you die (as far as I know) you will lose a rogue stone and be returned to the Realm of the Reaper, not to a location which you bound to the relic.
You needn't have bothered binding a location at the Temple of the Lloth, since walking through the portal directly behind the Reaper will return you there anyway.
Try binding some other useful locations to the Relic - such as the merchant in Drearings Deep (gives you an easy appraise check) and see if you can easily transport yourself there when you need to sell a load of stuff. You can never have enough gold in HoTU!
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