Greetings, earthlings. I have come to usurp your time.

Some of you may remember my name, I posted in a handful of threads a month or so ago. I've recently had a bit of a...philosophical dilemma that I'd like to see your responses to. I know that at the end of it all, I have to make the decision that feels right for my book and my characters, and hang the rest; at the same time, I fear that nagging in the back of my mind that says, "What if..."
Fun fact, I have no fear greater than that "what if...". Now you know.

First, the instigator for this dilemma. I watched Becoming Jane recently (a fantastic movie, but only if you liked Shakespeare In Love). Generally speaking, I like tragic characters; paradoxically, I also dislike sad endings. The movie's ten years old, so I don't feel bad spoiling it, but if that bugs you, sorry.
Jane meets boy. Jane hates boy. ??? Jane loves boy. Jane can't marry boy because (insert myriad reasons here, all of which are valid). It's here that my heart began to hurt, almost a physical pain by the end of the movie.
Jane loves Tom, rather passionately (and chastely--as was right). And when his uncle refuses to allow him to marry her, they run away together. From the ball of pain in my heart, a flower of hope seems to grow. Perhaps...perhaps... And then that fails, and they never marry. I wanted to scream, I wanted to cry. The movie was so well done, without being (to my mind, anyway) in any way over the top. My heart hurt for Jane, and for Tom, hurt so bad I wanted to forget I'd ever seen the movie, just to make the pain go away.

Here's the thing, though. My book ends with the death of the main character. After leading the Constellar Imperium to a crushing defeat at the hands of the rebellion, he finds himself a prisoner, almost a pet, of the man who had led the rebellion. His life had been spared out of kindness, a favor from one grieving widower to another.
Zandakar decides to grant Malchoir one wish, for reasons I haven't yet gotten to (the book's not done yet, i'll get there one day); Malchoir tells him that he'd like to write a book. A history of the recently-deceased Imperium, free of the hateful bias of a rebel historian. He promises impartiality, and is granted his wish.
A period of time passes, and one morning, when a guard goes to wake Malchoir for breakfast, he finds him dead on his bed, having died in his sleep. Beside him, on the bedside table, are three manuscripts. Two, histories; the third, a journal of the war.

This has always been Malchoir's fate. Through three changes of the timeline, four drastic plot changes, and several seemingly minor changes to the way the universe functions, Malchoir has always ended his life by going to meet his family in the next. Suddenly, having watched Becoming Jane, all I want to do is save his life. I want him to live; I want him to not give up and 'go home'. I want him to have his happiness.
The problem is that he simply can't. Everything this book is meant to be stands against the idea of him having a happy ending. He must lose. He must die. He simply must.
And so my mind goes back and forth; on the one hand, I know now that it will cause me pain to watch the last few months of Malchoir's life go by, knowing that soon it must come to an end. It will cause me pain to watch this character, to whom I've devoted so much of the last few months and so much of the next few, reach the day where he will wake no more.

How can I live with myself if I don't change his fate?
How can I live with myself if I do?