potentially!! you/MC can die in two endings, ending 2, "despondent", being especially heart wrenching. and Grim dies in ending 7, "forget-me-not" , which is also incredibly sad
there's options to select your pronouns (she/he/they as well as custom pronouns), your gender (male, female, or nonbinary) descriptor words for yourself (feminine (beautiful), masculine (handsome), or neutral terms (stunning). you can choose these independently of one another and the game will never misgender you. MC does refer to Grim as "babygirl" a few times, but it doesn't seem to upset him, it just confuses him
potentially!! if you're lgbt playing this game and choose to either see MC as you or seeing them as lgbt in some other capacity, they can potentially die in the 2 bad endings
MAJOR BEYOND THE BET DLC SPOILERS LOL!!
grim reapers are told they are created, not born. and this can be seen as true or untrue depending on how you look at it? reapers are technically born, since they were once human, but also their souls are transformed into reaper souls after their human bodies die which could be seen as "creating" them
in a way. Grim transfers part of his soul inside of MC on day 3 to investigate their soul and he can see through their eyes during this. everything is consensual, tho
Grim will consistently hang up calls with MC without saying a proper goodbye, but it's because he and MC chat for a bit afterwards before actually ending the conversation for that day
Grim is a grim reaper, so he's hundreds of years old. the MC, by contrast, is an adult human probably in their 20s, so the age gap is significant but it's never really brought up
No; when grim asks about your family you can ask not to speak about them, which could imply or allude to child abuse in the MCs past should you choose that option.
no, but it is implied that MC was meant to die as a child through diary entries. Grim can potentially tell you about a child who's soul he collected a long time ago, but you can choose to not hear the story
All explicit sexual content is optional; it’s only in the dlc, you have to enable the adult content for it to be an option, and even then you can choose not to pursue the nsfw scenes, as it will tell you specifically which dialogue triggers the nsfw with a second dialogue option to avoid it.