Once we get to the pub, those "choke" and "kill" icons appear when we approach the people at the pub. I wonder what happens if the following characters get killed at such early stage, or can they be killed at all?
Havelock, Pendleton

You get a game over.

Well, what do you think might happen...?

Actually you don't get a game over... you get a "The Loyalist Conspiracy collapses due to a difference of opinion" or something like that. Basically everyone leaves and takes their toys with them.

I accidentally sleep darted Havlock when I went to blink over to him. Cheesed me right off when the game couldn't wake him up with coffee or something. Would have been great to get a chewing out from the characters you put to sleep heh. Missed opportunity...

which results in a game over forcing you to reload a previous save

haha i didnt have the nerve to try that last night.

And you have to reload a previous save. Therefore, it IS a game over.

I tried to spring razor my room when they pull a certain stunt. Didnt work

Save, go wild, load save. No consequences.

I tried it on quite a few people there, and yes it's a game over.

There is no other way around the missions besides completing them in one of two or several scripted ways. Because these characters are essential, the game ends if you do anything to harm them at all.