Good idea!
It is a delicate balance. In general, the game ethos is that you often have to choose between surviving, solving the mystery, and saving the day. So in the case you mention, that would be a fair response if you feel your character would do that rather than risk their own life to save someone based on how you've been playing them. The fallout would be that anyone else who saw that probably
would not trust your character anymore. Your character might even feel guilty about it later. And it is important that we all separate character from player to avoid hurt feelings. Anyone is welcome to talk to me or other players at any time about how things are going if they feel upset about something that happens in game .
For the last case you mention, that is definitely a valid option. You would be prioritizing investigating the mystery over being completely safe. And it would be fair for another player to have their character tell your character to stop.
In general, players have to embrace the danger while still trying to stay alive.