Can you die from anal sex?

Possible. Anal sex is associated with many risks. The most common is infection due to exposure to fecal matter and large quantities of bacteria. However, the most dangerous complication is probably perforation of the colon from trauma to the sensitive colonic mucosa. This can lead to very bad intraabdominal infections that can be fatal and require immediate treatment. Surgical repair is often necessary.
Possible. But not probable. There have been rare case reports of colon perforation with subsequent sepsis, and you can acquire a variety of potentially life-threatening infectious diseases. Wear a condom or have your partner wear one and your partner will also be protected from urinary tract infections which I have seen happen on several occasions.