What really happened to Connie? Did she die?
There are several indications that Connie will be raped after her abduction. That she will be killed is also possible given several subtle suggestions that Arnold Friend is demonic (interestingly, removing the r from the name spells "An Old Fiend") and that his physical appearance is inauthentic and resembles a real-life serial killer, "Smitty" Schmid.
When Connie first sees the bizarre Arnold Friend, she notices that he stands by a gold convertible and grins at her. Then he says, "Gonna get you baby." Later, when he arrives outside her house while her family is away, Connie notices that there is a certain unreality about his speech and appearance. For instance, Arnold repeats the slang of teens in "a rapid meaningless voice." His appearance has a certain unreality to it, as well. He has "shaggy, shabby black hair that looked crazy as a wig," and his "whole face was a mask." He needs to prop himself up by leaning on his car or holding onto a part of it. Also, he wobbles in his boots, and there is a "strange angle" to one of these boots. Some literary critics suggest that Arnold Friend has hooves like Baphomet, a goat-like symbol associated with Satan.
Schmid's physical appearance is similar to that of Arnold's.
He added 3 in. to his meager (5 ft. 3 in.) frame by stuffing rags and folded tin cans into his black leather boots. He dyed his hair raven black, wore pancake makeup, pale cream lipstick and mascara....
The danger to Connie is further suggested when Arnold Friend tells her, "We ain't leaving until you come with us," Connie feels terror since Arnold and Ellie have "come from nowhere" and things seem "only half real." Also, Arnold tells Connie that she is his "date" and he is her "lover." He promises to hold her so tightly that she will know that she cannot get away. When he speaks, his voice is contrived, "like a hero in a movie," and he asks Connie, "Don't you know who I am?" When Connie refuses to come out of the house, Arnold threatens to harm the other members of her family if she does not go with him. Finally, he convinces Connie to come outside and get in the car. As they drive away from her home, Connie sees "vast sunlit reaches of the land" that she has never before seen, and she only knows that she is headed toward this deserted area.
In addition to what is in the text, Arnold Friend's driving toward the desert hints at the 1966 Life magazine article read by Oates about the abduction of three teenage girls who were buried in the desert of Arizona after serial-killer Charles Howard "Smitty" Schmid killed them.
Yes, the reader is meant to think that Connie is murdered at the end, for two reasons. First, because Oates said she based the story on a series of murders of young girls in Arizona during the 1960s. Second, the last sentence gives us the impression that Connie is headed to her grave: "'My sweet little blue-eyed girl,' he said in a half-sung sigh that had nothing to do with her brown eyes but was taken up just the same by the vast sunlit reaches of the land behind him and on all sides of him--so much land that Connie had never seen before and did not recognize except to know that she was going to it."
The ending is open to interpretation. What we do know is that she has decided to save her family and go away with Arnold. There is a sexually-threatening innuendo to the scene. She seems to go dead inside at the thought of it. Whether or not she dies, we do not know. Arnold states that he thinks she will grow to accept it, so he has no immediate plans to kill her.
That is the beauty of the story. Oates never tells us, but the ominous foreshadowing given throughout the story suggests that things may have not ended well for Connie.