Honestly even with all the death flags there are just as many counter elements. Every time the picture book gets brought up Hiro always mentions that it seems so sad, I believe there could be implications that unlike the picture book Zero Two and Hiro will get the happy end that eluded the story characters.
Also the shot in the OP where the characters are running as silhouettes, they flash scenes from the first half of the show and the last one before the characters reach out their hands to Zero Two is the scene of happy 02 from the very first ep and could be after the end of the conflict with them fufilling their wish to see the flowers bloom, also 02 turns into sakura petals at the end.
also at the end when 02 dissapears they don't focus too much on Hiro's face and after a bit he clenches his fists and turns to face whatever the mystery franxx in the background is. there seems to be a lot suggesting 02 might be taken or something and Hiro and the squad will have to fight for the truth and to get the happy ending.
Also the shot with the mysterious klaxxosaur entity looks like she is the blue oni to 02's red even having a single horn instead of 2.
I also agree that the director emphasized he wanted to give the characters satisfying endings and 02 dying wouldn't be very satisfying unless the writing sharply changes in 8 episodes.