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The Divine Soul sorcerer (Xanathar's Guide to Everything, p. 50) gets the Favored by the Gods feature at 1st level:
Starting at 1st level, divine power guards your destiny. If you fail a saving throw or miss with an attack roll, you can roll 2d4 and add it to the total, possibly changing the outcome. Once you use this feature, you can’t use it again until you finish a short or long rest.
Does the bonus to saving throws from Favored by the Gods apply to death saving throws as well?
A Death Saving Throw is still a Saving Throw. From SRD p. 98 and the basic rules, under the "Death Saving Throws" heading (emphasis mine):
Whenever you start your turn with 0 hit points, you must make a special saving throw, called a death saving throw, to determine whether you creep closer to death or hang onto life.
This is the same as for example the Fighter's ability Indomitable, which states:
Beginning at 9th level, you can reroll a saving throw that you fail.
As mentioned in this answer to the question "How else can I get Advantage on Death Saving Throws?", the ability works for Death Saving Throws.
