Took a look on Wikipedia and here are the main characters (major parts of storylines) that are not based on real life individuals:
Van Alden: He won't be dying because he's not involved in any of the AC shyt that's about to go down.
Chalky White: Though they have the built in Season 4 storyline with the club on the boardwalk, I wouldn't be shocked if he winds up dying. They could use his death as a new challenge for Nucky (him having to deal with Chalky's successor and the notion that Chalky's crew failed to turn him into Rosetti for 25K).
Gillian: She is a definite. I don't think they can do much more with her in regards to future storylines. With Luciano as a partner in the whore house, they can factor him into the mix a little more.
Gyp Rosetti: Gyp is most likely gone too. Though the character improved as the season went along, he's backed himself in a corner and is probably going to go out like Tony Montana. The only way I see him surviving is if someone from Nucky's circle secretly turns on him and helps him escape, setting up a showdown in a future season. Other than that (which I don't think will happen), I predicted how Gyp is going to die back on October 8th
http://www.the-coli.com/1752650-post993.html
Harrow: I don't see Harrow dying. There's more they can do with him in the future than any of the other characters that were created. Plus there has been limited interaction with Nucky and Harrow to this point. This would be the perfect set-up to have Harrow join Nucky's crew.
He could come with Capone