So I just watched XY014 (Seeking Shelter from the Storm) and the old lady had died. Is this the first time that death has occurred in the anime?
No, it is not the only mention of death in the anime.
Some (but probably not all) examples are:
Amber (the daughter of Dr. Fuji)
Captain (Former Orange Island Champion)
Ghost of Maiden's Peak
>A manifestation of pure evil that had the appearance of a Groudon
King of Pokelantis
King of the People of the Vale
Marcus & his soldiers
Hope I helped!