Please, is there any command to set NPC while dying to say some text? For example "Oh no"? I've tried the command: harpy/ATTACH/<xmldeathaction/action/@GUMP,Harpy be gone,0/Congratulations! You killed a harpy. , but it shows the gump only.

do you need a > to close out the xmldeathaction somewhere?

In principle you should close it out with a >, but the parser is forgiving and will also automatically close it out when it reaches the end of the line.

To send a message on death you could do something like

harpy/ATTACH/<xmldeathaction/action/@SENDMSG/Oh what a world!

or

harpy/ATTACH/<xmldeathaction/action/@SETONTHIS/MSG/Oh what a world!

to display it over the creature.

this working.
Great. Thank very much.