How do you express in Chinese a conditional set in the past that did not actually happened? Like for instance:
if she had not helped her, they both would be dead now
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You are asking about counterfactuals in Chinese. This is way too big a topic to discuss in detail here. Try looking at the entry for Alfred Bloom in Wikipedia. This will give you some links, but is otherwise not very helpful. The SparkNotes version of the story: Bloom wrote a book in 1981 which claimed that Chinese cannot express counterfactuals and therefore Chinese people do not think counterfactually. People have been jumping up and down on him ever since.
For what it's worth, my own feeling is that Chinese has plenty of ways of expressing counterfactuals, but there are significant linguistic differences between Chinese and English as well. That these influence people's thinking seems reasonable. That they explain why China was trampled underfoot by the great powers in the 19th century seems to overstate the case.
About your example: you have a conditional about something that didn't happen, indicated by if-negative past perfect then a pseudo-subjunctive. English uses a ton of fancy tense stuff here that Chinese simply doesn't have. One way to translate, as in the solutions suggested by both Gerxy and Henry Ho, is just use a regular conditional structure with a time adverbial to keep things straight (早 or 已); another possibility that sometimes gets used is modals such as 會 as in Henry's second solution.
It is not unusual to run into counterfactuals that are extremely difficult to translate, and people often simply resort to explaining, rather than translating.
Yàoshi méi bāng tā, liǎnggerén zǎojiù sǐle 要是沒幫她，兩個人早就死了 [if not help her; both persons long-since already become dead].
I'd omit the initial "she" and avoid rendering "now" literally, since sentence-le suggests that adequately.
Counterfactuals are definitely used in Chinese, in spite of the opinions of some theoreticians. But it's ordinarily sufficient to say "if" plus a negated verb.