We had an odd situation during our game where the character (who had one sanity left) was going to die whether he failed the adventure (penalty = lose one sanity!) or finish off the last task but lose one sanity as the last symbol to succesfully complete the adventure ... so what to do!?
Looking at the rules ... Elder Sign Page 7 ...
Note: If satisfying a task’s requirements would bring an
investigator’s stamina or sanity to zero or lower, that player
cannot attempt to complete the task.
... we shouldn't be allowed to attempt the task, but as the investigator was going to die anyway, we threw him to the ghouls! Luckily, he completed the last task and won an Elder Sign for the group, before being devoured by the foul smelling undead!
We made up our own houserule to allow "Heroism" of the investigators ... giving their life for the party! ... oh dear, now I sound like a communist.