It's a bunch of entities that will need to be triggered so you need the following entities.
monster_whatever (the NPC)
multimanager (to trigger each of the below entities)
env_fade (fade to black)
env_message (to show the endgame text)
player_loadsaved (to load the last saved game)
Set the npc to target the multimanager, with the trigger condition set to "Death" (basically when the npc dies, it triggers the multimanager)
Set the multimanager to trigger the env_fade immediatly and the env_message after one second. Then, have it trigger the player_loadsaved after a few more seconds. (Not too long because essential NPCs dying is really annoying and you don't want the player waiting for ages for their game to reload)