Well, I don't think we can discount that Kellhus might have known of his own demise.
He even intimates to Proyas: "The thing—the most horrific thing to understand, Proyas, is that at some point the Inchoroi must win."
So, I don't think it is all together implausible to think that Kellhus prepared himself for some eventuality of failure, even if he was unaware of what that failure would be. I do think that Kellhus was purposely allowing Ajokli to work through him, plausibly he might have thought he could exercise some control, or perhaps not. I don't think that is the point though, the point was to deliver Ajokli to the Golden Room.
Bakker tells us that the Thousandfold Thought failed though. This is because it was predicated to win. But Kellhus already knew, as per the quote above, that the whole endeavor was doomed to fail. The question, of course, is not what Kellhus had planned (because the Golden Room was a singularity, a place which, past it, the rules are different and nothing can be inferred) but rather, what contingencies were he prepared for. His own death certainly seems like something he, at least, should have considered.
As such, it doesn't surprise me that Bakker would tell us that Kellhus is dead, but is not done.