The larger dose he took was almost certainly unrelated to his death. Anaphylaxis was given as the cause, and in that situation the amount used really doesn't matter; given that the report came from the coroners court, the peptide was almost certainly what killed him. Since these drugs aren't approved, most haven't undergone thorough safety testing for allergy risk, nor is there post marketing data to sharpen those risk estimates, so for the most part the likelihood of this occurring is unknown and, on balance, probably higher than for many prescription medications. On this forum I'm aware of 3 cases of anaphylaxis or suspected anaphylaxis involving different peptides.
Taking most medications carries some risk. Prescribed drugs kill people regularly, but approval requires proof that the benefits overall outweigh the potential harms. Antibiotics are the most frequent trigger of serious allergic reactions, yet doctors keep prescribing them because the risks are understood. With peptides, apart from a few well studied ones such as the GLPs, the risks are largely unknown, though very unlikely to be zero. For grey GLP drugs, the reduction in obesity and the many other health problems obesity causes outweighs any potential risk for most people, perhaps except those using them for cosmetic weight loss without excess weight; for most other peptides, though, the benefits are less clear and the risks are simply not known.