How does the character of 'Bellamey' played by Antonio Fargas .....

I don't believe it showed his death. Unless I'm forgetting a scene, it just showed him alive one moment and the next time we saw him he was dead.

Death lives in the Vault of Horror!

he's last seen collecting his cockroach friends and then gives a look like he has an idea. his idea was to probably get the hell outta there.