When millennial saints die prior to the end of the millennium, where do they go when they die? Are they immediately present with the LORD on Earth -absent from the body present with the Lord (as a spirit- since they will not be resurrected immediately)? Are they in the New Jerusalem? Are they in heaven in the sense of the presence of God with no actual time and space as we understand it? Are they kept under the altar like the tribulation saints are when they die?
Paul stated "But every man in his own order: Christ the firstfruits; afterward they that are Christ's at his coming." (1 Corinthians 15:23) The word "rank" is the word "tagma and is used to refer to military rank or order as in a group or regiment of people. Therefore there will be separate and multiple resurrections of different groups of people. There will be at least three resurrections of saved individuals.
Daniel prophecies that there would be 490 years until the Coming of the Messiah and His setting up His Kingdom (Millennium). (Daniel 9:24) History records that 483 years of the 490 have occurred, but there remains seven more years to complete the Old Testament dispensation. At the present, God's prophetic time has been temporarily suspended until the present dispensation is complete. At the rapture the Church Age will end and the last seven years of the Old Testament will begin. Therefore at the end of the Old Testament dispensation the Messiah Jesus will return, purge the earth of the unsaved, judge the deceased Old Testament saints and set up the Millennial Kingdom promised to Israel.
Revelation 20:4-5 states, "And I saw thrones, and they sat upon them, and judgment was given unto them: and I saw the souls of them that were beheaded for the witness of Jesus, and for the word of God, and which had not worshipped the beast, neither his image, neither had received his mark upon their foreheads, or in their hands; and they lived and reigned with Christ a thousand years. But the rest of the dead lived not again until the thousand years were finished. This is the first resurrection." The "souls" clearly are Old Testament saints saved and martyred in the seven year Tribulation. These saints are said to live and reign with Christ for a thousand years which is the period of the Millennial Kingdom. Verse 5 states this is the "first resurrection." Although there is some confusion about the meaning of this phrase it seems logical to understand that is this is a reference to the just and all saved up to this point in time. The "first resurrection" would surely be a reference to saints of the Church Age (the body/bride of Jesus Christ) and all Old Testament saints.
2. Christians of the present Church Age. The resurrection of believers of this present age called the Church Age will be at the rapture which will end this present dispensation. The "catching away" or rapture of believers is explains in 1 Thessalonians 4:13-18, 1 Corinthians 15:51-57. Please go to http://www.bible-truth.org/myst-3.htm for a detailed explanation of the rapture.
3. The saints of the Millennium. The Bible does not specifically mention when the saints of the Millennial age will be resurrected. Saints who go into the New Heavens and Earth will be in new spiritual bodies. 2 Cor. 5:1, and 1 Corinthians 15:52 is a reference to the new body Church Age believers receive after their deaths. It would seem logical that at the end of the Millennium, the saints of that age would also be resurrected and changed as believers in this present age.
Answer: The Bible does not explain all of this to us. I am not sure that people in the Millennium will die. I do not like to speculate, but I can find nothing that says they do or do not. If people in the Millennium will be in their natural bodies then it would seem logical that they could be killed or die of some cause. However, it could be that the Lord will protect all people on earth from injury and death. Of course at the end of the Millennial period they will certainly be "changed" like 1 Corinthians 15:51-52 says will happen to Church Age saints and will go into the New Heavens and Earth in their gloried bodies.