Last turn of the game, and my character (not Sajan) meets the villain. I determine that my only chance to beet the villain is to use the blessing I have in my hand. I successfully beat the villain. But, then I look over at the deck and notice that it was empty. No cards to draw to reset the hand that I just used a blessing from.....
Given that the villain was beat in the combat phase and triggered a win for the scenario, can we assume that the reset you hand phase doesn't happen and the character survives...or did they go out in a blaze of glory?
You won. You lived.
The moment the scenario is successfully completed (usually when the villain is defeated with no open locations to flee to) the game ends.
Therefore your turn does not continue beyond that last check.
Therefore you do not need to reset your hand.
Therefore you are not required to draw any cards.
Therefore you were not unable to do so.
Therefore you did not die.
If the villain was not defeated or had there been open locations, then you would have died. But you won the scenario on that turn, so you lived to play another day.
