Why Thanos Isn’t Dead
The Many Revivals of Thanos
For starters, let's discuss the ways Thanos dies in the MCU. He's turned to dust by the Infinity Gauntlet most iconically - but the version of him who was beheaded still also canonically exists, since both Gamora and Nebula continued to exist after their past selves deviated from the paths they took.
So, if we presume these Thanoses both just simply died, there's a whole lot of comics that suggest this won't last. Anyone who has read anything featuring our favourite homicidal maniac knows that he has a bit of a weird time with death - largely because of his huge crush on the literal physical manifestation of Death. Because of their rocky relationship, she cursed him to be unable to die in Cosmic Powers Unlimited #1. Should the MCU's grinning purple devil have also been sent to Death herself, there's a good chance a spat between the two could see her kicking Thanos back to the world of the living.
In fact, the Infinity Revelation has Death explain to Thanos that, because of his... unusual lifestyle, he actually exists outside of the realms of life and death. The MCU Thanos certainly didn't appear to be at this stage, given he got his head lopped off, but since his first death was merely a stepping stone in the comics, it may also merely be that in the film franchise too.
"But the Snap didn't kill Thanos, it turned him to dust! He ceased to exist!" you might be saying now, tears in your eyes and hope gone from your soul. But don't worry - there's plenty of stuff in the comics that leads us to believe that wouldn't finish him off either.
Because, in the comics, Thanos has reincarnated in the bodies of other people before. After Gamora beheaded him, Thanos' brother would find the Mad Titan's will and testament, which would go on to be played before a crowd of his former foes.
As this will reveals, Thanos had created a copy of his consciousness, and then uploaded it into another, unspecified individual. Said consciousness was to awaken after Thanos died, in order to get revenge on those responsible for his death - as well as any enemies he had remaining.
While most people logically assumed unknowing sleeper against would be Gamora, it actually turned out to be Thanos' aforementioned brother Eros. While his possession of Eros didn't last for very long - because he was stabbed while in this body, and then his purple behemoth body was blown up - it does set a precedent that shows the MCU's darling bad boy does prepare for anything.
And, if there's one thing the comic and film versions of Thanos share, it's a fantastic ability to plan and prepare for just about any outcome. This in mind, it shouldn't be too surprising if he pulls off the same shenanigans in the film universe.