Ra and arguably Scholar are definitely tragedies, but both they and Nightmist (who isn’t actually dead, after all) all amounted to very meaningful sacrifices which were appropriate conclusions for their character arcs, so they’re not THAT sad IMO.
On the other hand, while I had to think for a second who Daniel Montgomery even was, once I remembered, he was definitely the most poignant of these scenarios: a wealth but otherwise totally normal person who attacked an eldritch abomination with his bare hands, absolutely knowing he was going to die, just so that his superhero daughter could escape to safety and continue the good fight. If I watched that scene in a movie with appropriate music underneath, I’d be incredibly moved. Fathers laying down their life to protect their children must never be taken for granted as “just the way it is”; their noble selflessness must be honored.
I’m glad that somebody voted for Ansel though. We needed to lighten this very grim subject up a little bit.
EDIT: I suppose if we specifically frame the question as “who will you miss” rather than “which is the most tragic”, my answer changes to Ra. Daniel’s story is nice, but if he came back from the dead, we would probably stop caring about him. The superheroes could all have new stories, though, and of the three, Ra’s status as a core set hero probably makes him the one we’d get the most mileage out of. Plus he’s had the most character growth, and it’d be fitting to the cyclical nature of a sun god for him to rise again.