OP here.
I'm definitely not against killing my players, and this was never going to be a no death campaign.

Like I've said, the players have had a few close calls. One of my players was almost killed by a serpent person, she only had about 2 HP left and probably would have died if another played hadn't killed the serpent person before it had a chance.

After it happened, I was met with anger by this player, with them not shutting up the rest of the session about how I almost killed them and how mad they would have been if they had died.

The next module I have planned is very heavy, lots of action and chances of death, and while I dont want to upset my players, it is Call of Cthulhu and I had tried to tell them before that character death is likely.