Irrespective of how they die (perhaps by martyrdom, Revelation 13:15), their death will never separate them from their Master. Instead, their death translates them into fulness of happiness, the very presence of God himself to see the face of the Redeemer.
13 And I heard a voice from heaven saying, “Write this: Blessed are the dead who die in the Lord from now on.” “Blessed indeed,” says the Spirit, “that they may rest from their labors, for their deeds follow them!”