Option 1: Rani Laxmibai did not die in exile. She was the queen of Jhansi in India and played a significant role in the Indian Rebellion of 1857 against British rule. She fought valiantly but unfortunately died in battle.

Option 2: Bahadur Shah Zafar is the correct answer. He was the last Mughal emperor of India and was exiled by the British after the Indian Rebellion of 1857. He was sent to exile in Burma (present-day Myanmar) where he died in 1862.

Option 3: Tantia Tope was a prominent leader in the Indian Rebellion of 1857, also known as the First War of Independence. He fought against the British forces but was captured and executed in 1859. He did not die in exile.

Option 4: Nana Saheb was another prominent leader during the Indian Rebellion of 1857. After the defeat of the rebellion, he went into hiding and his ultimate fate remains uncertain. Some accounts suggest that he may have died in Nepal or in hiding, but there is no evidence to suggest that he died in exile.

In conclusion, option 2, Bahadur Shah Zafar, is the correct