Generally, you would design it such that other objects tell the player that it is now considered destroyed, and it then takes it from there, plays death animation, particles, sounds, and so on. Then, you can fire off a global event, your OnDestroy for instance, that triggers the next scene. After it executed everything, only then the player destroys itself.
Maybe there’s also an action that is fired on destroy, or maybe an event on exit action works, too.
