Does not work with SE.

Does it crash on start-up or did you die under some condition unique to SE, did it give an error message?

No crash, there simply is no sound effect upon death.
My guess would be on the way SE handles death, upon death you are given an option to pick your respawn planet. While choosing, you are free to pan across the explored surface on which you died. In multiplayer, you can see the player panning in the map while dead, this leads me to believe that death in SE does not trigger the same event which you are looking for. However, it is just a guess.

Modlist:

base
aai-containers
aai-industry
aai-programmable-structures
aai-programmable-vehicles
aai-signal-transmission
aai-signals
aai-vehicles-chaingunner
aai-vehicles-flame-tank
aai-vehicles-flame-tumbler
aai-vehicles-hauler
aai-vehicles-laser-tank
aai-vehicles-miner
aai-vehicles-warden
aai-zones
alien-biomes
AutoDeconstruct
Automatic_Train_Painter
BlueprintTools
calculator-ui
combat-mechanics-overhaul
deadlock-beltboxes-loaders
Deadlock-SE-bridge
Dectorio
DiscoScience
EpicArtillerySounds
factoryplanner
flib
FNEI
GhostInHand
Gopnik-Lab
GUI_Unifyer
HallOfFame
informatron
jetpack
Lego_Yoda_Death_Sound
ModuleInserter
pump
RateCalculator
robot_attrition
shield-projector
Shortcuts-ick
solar-calc
solid-map-ore
space-exploration
space-exploration-graphics
space-exploration-graphics-2
space-exploration-graphics-3
space-exploration-graphics-4
space-exploration-graphics-5
space-exploration-postprocess
starwars-turret-sounds
Todo-List

I loaded up Space Exploration on singleplayer and then multiplayer and died, it played the regular "game_lost" sound on both cases, I then had a look at the SE mod coding and tried to figure out what I was looking at. The lego yoda mod tells the game to replace the "game_lost" sound with the yoda scream and then tells the game that when a player dies to play the sound, from my understanding there shouldn't be an issue as the game would recognise that the player had died and then play the sound. Or perhaps like you mentioned if that maybe the death event itself doesn't fire to play the sound in the first place. I wouldn't know how to find out exactly what's going on as I barely got this mod to work for my friends and me to giggle at running eachother over with cars and trains in bobs & angels. I lack the knowledge to be able to fix this issue.

I was having the same issue so I looked into it, the issue is that with how SE changes death the "on_player_died" event never happens, but it can simply be replaced with "on_pre_player_died" to make it work both with and without SE. It still doesn't work as well with SE vs without, as SE plays the normal death sound still, the yoda sound is quieter, and you can move your camera entirely away from the source of the sound, but it still works
I have zero clue if you're still around factorio at all, I figure if there's no response or update anytime soon I'll just upload my own updated copy of the mod

Fixed it, only took 9 months like a true developer. My friend credited you in the update, it was tested on another friends' game.