1. Shylock does not die in Merchant. However, he does see his punishment as worse than death. When the Duke gives him his first sentence (before Antonio suggests an alternative), Shylock pleads:
Nay, take my life and all, pardon not that:/ You take my house when you do take the prop [Shylock's business and wealth] that doth sustain my house; you take my life/ When you do take the means whereby I live.
Even Shylock's final punishment makes him so physically sick that he asks permission to return to his house and sign the bond there. According to the Duke, Shylock must give half of his wealth to Antonio for a trust of sorts for Lorenzo and he must will what's left to his son-in-law upon his death. Finally, Shylock must convert to Christianity, which is not only extremely grievous for the usurer, but it also makes it impossible for Shylock to keep his business since Christians did not believe in usury. Near the end of Act 4, Scene 2, Shylock exits the court a broken man and speaks no other words in the play.
2. Jessica does not return to her father. In Act 5, she is still with Lorenzo in Belmont, and Antonio brings them news of their new-found wealth (via Shylock's sentence). While Shakespeare does not make it clear if Jessica regrets her "betrayal" of her father, there is some evidence of it. She subtly defends her father in a conversation with Lorenzo but does not return any of the goods she took from Shylock.
3. Bassanio sets sail three times in the play. On his way to Belmont to woo Portia, Gratiano accompanies him, along with his newly hired livery. While Bassanio is in Belmont, word reaches him that Antonio's situation is very grave, and Bassanio returns to Venice with Gratiano. After the trial in Act 4, Bassanio returns to Belmont to live with Portia. Antonio and Gratiano sail with him.