Daniel 3:18 (ESV)

18 But if not, be it known to you, O king, that we will not serve your gods or worship the golden image that you have set up.”

We can see here that the three friends know that the Lord does not always save his children on earth from danger through miraculous intervention. They do live in the confidence that the Lord is able do this, but also have the confidence that if death follows there is eternal life for them.