We still had the death penalty during our EU time. However Blair revoked it in his first tenure. It was for Arson on her Majesties shipyards and for Treason. So those exceptions already exist. I'm sure we could make religious terrorism treason against the crown if we really tried...
Nobody will contemplate a short sharp exit now. It's the long drawn out slog for us now. Well after A50 is triggered, that is. I'm not sure that even bringing back the death penalty would have resulted in our eviction. Fines, maybe, but eviction? Just look at the wounded pride, fears and ranting going on right now for the answer to that. In the end the only people who were likely to pull the UK out of the EU were the British people and they did it.
Now we need to have a grown up debate about the death penalty and if the majority don't want it, then we won't have it... But, in the unlikely event we ever have that debate, the minority can't just go ranting on about how they don't like it, should the majority vote for it. They have to get on with it and live with it. Of course they could do something stupid like have a big demonstration and kill some people. Then the only worry they would have about it would be the experience end. Works for me...