Exar Kun didn't die in the traditionial sense.
At Yavin 4, he has a foothold at one of his temples.
The main reason he has a foothold there because he use the force energy from the last Bloodline Sith so he can influence the real world.
During the Jedi Academy Trilogy(Luke trying to Rebuild the Jedi Order), Exar Kun tempted a very powerful force adapt named Kyp Durron.
Exar Kun did tempted other students but those student did dies.
Exar Kun almost won but he was finally defeat by his old master, Luke, Kyp Durron and Other Jedi padawans.