On this page of the guide, you will find a description of all the ways in which Nick can die. Remember that the game features the "death rewind" option, which you can use if you die by accident.
Considering the content of this page, a spoiler warning is in order. Below, you will read about important choices and situations that happen during The Quarry's storyline. For obvious reasons, we had no way of avoiding spoilers, but we tried to describe the storyline as vaguely as possible, and only point to specific situations.
Nick for most of the game is transformed. You can't kill him at the very beginning, e.g. by taking the longer route to run to the wounded man in chapter 3. Nick may die at the hands of Laura as she takes aim at him in the basement of the Hackett home. If you want the man to survive, don't let her shoot.