Vox (along with the rest of the Vees) will most likely die at some point, but I don't think Vox'll die in Season 2. Valentino, maybe, but not Vox.
Season 1's ending clearly shows that the Vees are going to have a larger role in the next season, but there isn't really a reason yet that would need Vox to die. Valentino, on the other hand, might try to further his abuse on Angel Dust, which would lead to his death by the hands of some main character (I think it will be Husk).
This attack on the Vees will then probably spark Vox to attack, which is where he will probably get killed by Alastor.
But hey, that's just a theory. A FILM THEORY!