Well I went through chapter 15 of Birthright and had this happen to me. I felt like writing this out in story form and yes this does contain spoilers. Melethia is what I named my Corrin for this route. I also don't own Fire Emblem.
I felt Kaze toss me into the air. I tried my best to hang on and take him with me, but my grip wasn't good enough. As I was caught by Hinoka, I saw him fall. The rock he was on crumbled with him. Tears started to form in my eyes.
"Kaze," was all I managed to get out of my mouth.
"I'm sorry Melethia," I hear Hinoka say. "I tried to get him." The rest of the flight back was quiet. I saw as we landed with the rest of the group that Saizo was with Ryoma. I turned my head away. I didn't want to see Saizo's reaction to finding out the only family he had left was now gone.
"Melethia," I heard Ryoma say, "Hinoka, where's Kaze." I opened my mouth to try to speak, but no words could form.
"When the quake happened," Hinoka said, "Melethia was going to fall in, but Kaze managed to grab her. He tossed her to me. I was going to come back around to get him, but he fell when the rock crumbled."
"I'm sorry," I managed to let out, "I tried to hold onto him when he tossed me, but I couldn't." I ran back to my private quarters after saying that. Tears were now starting to flow on my face. There might have been a yelling for me to stop by Ryoma, but my mind wasn't registering anything besides pain and sorrow for Kaze.
I had been in my private quarters for a while when I heard a knock on the door. I figured it would be Jakob to offer me some tea or something like that.
"Permission to enter Melethia," My head lifted up in surprise. That wasn't Jakob's voice. It was Saizo's. It is what Saizo said when I did invite to my quarters the past few times. He wasn't pleased either time, but I wanted to know more about him. I didn't ask for him this time.
"You can come in Saizo." I sat up and wiped the tears away from my face. I saw Saizo enter. He body was stoic as ever. He then turned to face me. I could see in his one eye that there was pain from loss.
"Kaze died with honor Melethia," he said. "He wished to be your retainer and to serve you."
"I know," I replied, "He asked me right before the quake happened. I was glad to have him help me."
"Knowing my brother, he is glad that you are safe. Even in death. Ever since you saved Kaze from King Garon, he was determined to find you again so he could serve you. I think he would have followed you even if you sided with Nohr."
"But that would have made him a traitor."
"Isn't that what you are to Nohr?"
"Yeah," I let out a sigh.
"Knowing even that doesn't make the pain go away."
"He was the only family you had left."
"I don't blame you for his death."
"I know." He took a couple steps closer to me.
"Then why didn't you look at me when your sister told the news." I looked away from the ninja, tears starting to form up again.
"I didn't want to feel your pain too." I heard him get closer.
"Look at me Melethia." I slowly turned my head back to see that Saizo had gotten down to eye level. "I know this pain that you are feeling. Do not linger on the fact that Kaze is gone for long. Savor what you can of his memory. Don't let guilt consume you."
"Saizo." The tears started to come out of my eyes
"Cry for him tonight and honor his memory when you fight tomorrow." Saizo stood up and walked to the door.
"I don't know if you will shed tears for him," I said, "But I might shed enough for the both of us." Saizo paused at the door and turned his head back to me. He looked at me for a few moments.
"You can go Saizo," I said. He opened the door and left. It felt odd how close he got to me. I shake off the weird feelings I had there. I notice something on my table that wasn't there. It looked like a shuriken. Why did Saizo leave that?
I walk up to it and grab it. I take a look. It doesn't look like a type Saizo would use. It actually looked like one of Kaze's. Must have been one of his spares. Saizo must have wanted me to have it as some sort of memento of Kaze. I store it in my pouch for safe keeping.
"Kaze," I say, "Your brother is up to something. His heart is in the right place though."
Oh gosh this is nowhere near as long as I wanted it to be, but I didn't have anything else to really say.
This death can be prevented, but from what I heard its Corrin/Kaze at A rank support. I only had C so this happened. I did have Female Corrin/Saizo A at the end of chapter 15 and was aiming for S rank support. So think of this is minor FCorrin/Saizo if you want.