What lines inform you of Annabel's death in "Annabel Lee"?

I would say that the tragic underpinnings of "Annabel Lee" are revealed gradually and incrementally within the poem. For most of the first two Stanzas, Poe's narrator focuses upon their intense love for one another, without yet giving any hint that one of the two is deceased. This begins to change in the last two lines of the second stanza, which reveals that "the wingèd seraphs of Heaven / Coveted her and me." This imagery introduces the first hints of a much darker story still to be revealed. It has not yet been stated unequivocally, but we've been given a suggestion as to the tragic realities still to be divulged.
Then, in the next stanza, Poe introduces Annabel's "highborn kinsmen" who come to take Annabel Lee away from him, "to shut her up in a sepulchre / In this kingdom by the sea." Note the specific wording here: sepulchre is a word that means tomb. By this point, the fate which had earlier been alluded to (with his allusion to heaven) is starting to become clear. But it will not be until the next stanza that Poe baldly states what happened and unequivocally reveals that Annabel is deceased: "Then the wind came out of the cloud by night, / Chilling and killing my Annabel Lee."

I feel that there are two specific lines in this poem that point readers toward the fact that Annabel Lee has died.
The first line is in the third stanza.

So that her highborn kinsmen came
And bore her away from me,
To shut her up in a sepulchre
In this kingdom by the sea.

The narrator of the poem tells readers that Annabel Lee was taken away from him by some of her relatives. They took her to a sepulchre. A sepulchre is a tomb, and tombs hold dead people. Annabel Lee must be dead if her relatives put her in a tomb. Although, Poe does have a tendency to write about people being buried alive, so I suppose that she could be alive at this point.

The following lines clearly explain that Annabel Lee is dead.


That the wind came out of the cloud by night,
Chilling and killing my Annabel Lee.


The above lines are in stanza four, and they explain why stanza three's cold wind is an important detail.

The final two lines of the poem also tell readers that Annabel Lee is dead. They reiterate that Annabel Lee is buried near the sea.