Just in case this wasn't really obvious already, the Game Over command is under the Scene Control category on Page 3 of the Event Commands menu.
Just note that from an enjoyment standpoint, few players like instant Game Overs in games like RPGs, and even Adventure games are starting to experience a backlash against instant GOs. Consider more player-friendly approaches like being warped back to the beginning of the horror temple, having the party lose some HP (so they can eventually get through it with healing items), and/or simply giving fewer rewards (or branching the plot) at the end of the temple based on how many obstacles/enemies the player hit.