You can't have it all.
If the continuous player experience is important, then it needs to be easier to avoid the "wrong" choices, non-death consequences need to be prevalent, or death needs to become a lot less of an obstacle.
There are a variety of ways to accomplish any of those, but the core of the issue is that you can't have characters balanced on the knife's edge of mortal danger all the time without the very real risks of said mortal danger. But this is a game, and so it's expected that the balance will be generally tipped in the players' favor.
Avoiding the wrong choices
My number one suggestion is to provide lots of information to the players on what's going on and what the likely consequences of actions are. If there's a wrong side to align themselves with, and doing so will almost certainly lead to a TPK, then your players need to have enough information to identify that that side is the wrong one before they choose.
This may be difficult in a political intrigue-focused game, but you can find ways to convey relevant information incidentally. If players are being courted by the Order of Plot Cannon Fodder, perhaps you pepper the game with information about how that group's military forces are inferior to others', they have no good political leverage to use, they are seriously mistaken in some of their assumptions, and they don't actually have a plan that leads to success (i.e., phase 1: steal underpants; phase 2: …; phase 3: profits!). This works best if the game is strongly plotted, and factions are pre-destined to succeed or fail at specific times in specific ways.
If the setting is less rigid and you want player agency to matter more, then it should be less pre-defined for certain factions to be the wrong choices. It may be the case that either group A or group B will fall during the first chapter, but the players' involvement with one or the other will be decisive in which group it is that collapses. The one they choose is fundamentally right, because the next missions will be to damage the other group and lead to its downfall.
But if choosing the wrong option between A and B results in death (and the end of the story/experience you want to convey), then you aren't really presenting a choice. If there's no meaningful choice to be had, then don't pretend that there is just so that the players can effectively end the story early through arbitrary failure.
This is the one I've used most in my politically-focused games. It's possible to soften the consequences of a wrong choice in many circumstances. In the heat of battle, bad decisions may well lead to PC death. But outside of that a pack of scheming, unscrupulous individuals might try to find other options. A party that makes a bad choice, angering the leader of group A, might lead to that leader killing them through means the party cannot resist. Or that leader might leverage the party's mistake as blackmail material, or a source of misinformation to foster, or imprison them for later use, or PCs are tortured in ways that have mechanical consequences (maybe a persistent stat penalty, disadvantage against certain creatures or groups, or something), or any number of other elements.
The point here being that while death may be a plausible, thematically appropriate outcome to mistakes you don't have to use it. PC death can still be an ever-present danger without being the sole danger the PCs face. I would imagine that in the Nine Hells there are many fates worse than death but which a PC might escape or be rescued from in some way.
Death is really just an inconvenience
This is my least favorite of the three options because I think it's hard to pull off well, but it definitely is an option. Many of the other answers have suggested approaches to this, so I won't rehash them here, but this is the ultimate backstop. If a TPK doesn't end the story or break character continuity, then the risk evaporates.
The major reason I don't like this option is that it imposes significant worldbuilding issues (as other answers also point out). An antagonist is unlikely to consider a TPK a good way to deal with the PCs after a wrong choice because that won't really hinder the PCs. As a result, NPCs assigning missions will probably not consider mortal risk to be at all important, and it would not be plausible for NPC antagonists to prefer killing to other alternatives (like permanent maiming and imprisonment).
The main point being that permanently stopping the PCs is almost certainly going to be the antagonists' goal. Normally a TPK will accomplish that, which is why antagonists try to kill PCs. If a TPK won't cut it, then antagonists won't put much effort into that approach and would instead focus on some alternative that will accomplish the same mechanical goal.
The other reason I don't like it is that it drains most of the tension from scenarios that D&D provides. Death is a serious, though not insurmountable, consequence and so players try to avoid it. The risk creates excitement and makes player choices meaningful. If the consequences of death are basically nothing at all, then that excitement is gone. It can be replaced with other sources of excitement, but that can be difficult to do. What would the PCs by trying to avoid if death is irrelevant?