Just to clarify, I am also using RPG Maker VX Ace.
So I put one of the 3 actors in a death state and did not receive an error at all. But, when one of those 3 actors are dead, it moves to the next "alive" ones which deviates from the first 3 to the 4th... 5th.. etc.
The below code works for me without issue now and I am not receiving any errors when any of the first 3 actors are dead.
Ruby:
$game_party.battle_members[0..2].each {|a| a.make_auto_battle_actions}
*Btw, I saw the same results with the .compact parameter so I left that out, but I appreciate the possible heads up.