weeeeeellllll.... We don't have an exact situation like that I would say that we do... Personally i think that Series 3 was the strictest series ...and the example I'm thinking of is in Series 3, oddly enough Consider Series 3, Team 9 - Scott and co. They mistime their leap off the spindizzy and go through the wrong door - the correct one is clearly marked with the symbol of their quest, and Treguard even says that they're now facing one of Merlin's additional puzzles. They survive, because it's not a terribly difficult puzzle, but they've already missed out on the first step. Even so they're not forcibly killed...

Well it's possible, but take it from someone who used to live in Glasgow, it's a lo-o-o-o-o-o-o-ong walk from the Highlands...