The series has a hell equivalent. The first game remake (Love at Furst Bite, the one on Steam) has an after game scene after you get the best ending (AKA, survive and make everyone happy) which shows hell and two deceased characters, which is just an intro to the sequel. The original game (free on itchio, different art and less a character to make happy) doesn't have this scene.
If you die after making everyone really sad, the game over screen will have the usual background change to reflect the same hell equivalent (fiery and the same as the background of the after game scene), but this is not very relevant (is just a change to show the feat, barely different from the usual game overs where you don't make anyone particularly happy).
Yes, in a bad ending from the second game. There's not an achievement for it unlike all the other bad endings, so you can avoid the route and still 100% the game.