Does Beatrice know about Return By Death? During episode 7, Beatrice was contracted to protect Subaru. When she is with him on the cliff she suggests he "die where she can't see him" so she won't "have bad dreams," about it. Maybe she was being sarcastic, referring to the fact that he should die, suggesting Rem's death was his fault? I'm not sure if it was sarcastic, but it seemed to me like she was suggesting he kill himself to Return By Death? It sounded like she was conveying that he wasted his chance to explain himself to Ram, this time, but could kill himself and try again? Ah, I don't know... She says "I'll help you escape this domain"... What was she foreshadowing here? Does she know?
It is because she is somewhat attracted to him (not in romantic means of course). Beatrice to some degree cares about him, otherwise, she would not agree to be in contract with him. That is why she said, "I you want to die, die at a place I cannot see. I don't want to have nightmare." Implicitly she is saying, "Don't let me see you die. I care about you, so if you die in front of me, I'll have nightmare about it."

That is why, rather than knowing about Return by Death, it is more like she cares about him and don't want him to die.