I don't watch the Lucifer TV series, but did they ever mention The Sandman or any of the Endless in it?
The tv series is VERY losely based on the comic series - in fact only the general idea (Lucifer quitting hell) names and certain traits of main characters (Mazikeen has half of her face burned... which you can see for about 10s over 20+ episodes) are taken from the comic book. Instead you have a buddy cop series which is quite enjoyable, if you can forget that it is in any way related to Neil Gaiman's works.
There is ONE mention of an Angel of Death, that apparently lost her sword, but you'd have to really stretch your imagination to match this single sentence to the Death of the Endless. Morpheus, Desire etc are not mentioned at all
There is a reference to Neil Gaiman’s work In season one episode 8. Chloe jokes to Dan about having to read the book about the sneaking panda 5 times to their daughter. I assume this is referring to Neil’s collection of book about Chu, the sneezing panda.