I’m struggling with overly confident players.

Why do you say they’re overconfident? Are they consistently winning fights without an opportunity cost? If so, then I would say their confidence is well placed. The fact that you jumped straight from overconfidence to character death suggests to me that you may be missing a more progressive range of costs and therefore haven’t been giving them any reasons to consider alternative solutions.

• Are enemies one-dimensional? Can the players imagine interacting with them in ways other than fighting? A powerful noble they suspect but cannot prove is breaking the law is a different kind of enemy than a slavering beast. One can easily imagine the downsides of walking into the nobles manor and slicing them in half.
• Do enemies have value beyond the loot on their corpse? Information is a common prize to dangle, find a way to talk to them (perhaps still after non-lethal combat) to gain some critical insight. Bounties for capture alive can spark some out of the box thinking, as can humanizing some enemies and introducing allies who advocate for negotiation and reform over eradication… the value of a non-lethal approach may be the favor of a powerful ally.
• Does time matter? Resting 10m to recover lost HP in the middle of a chase has consequences for the chase. Maybe we have more important things to do than murder every passerby when we’re on the clock.
• Collateral damage? Force a fight on home turf on the enemies terms. Victory could have a serious cost when the fight has been brought to you.
• Do you employ loss without death? A training-wheels consequence of underestimating danger is capture or loss of gear. There are lots of ways for a fight to go wrong that don’t result in character death.
• Do you give rewards for non-combat solutions? Ensure that solving problems outside combat earns XP/loot on par with the violent approach unless it’s a rare quest with a theme of selflessness.

Finally, consider just telling them that a fight would be dangerous and could result in death. We forget that the characters are seasoned adventurers and the players may not be. If the players lack an accurate intuition for the difficulty of a fight, let them know that their characters can judge the danger more accurately and fill them in. I did this without even a hint of an in-world justification with a first over-leveled dragon fight in a previous D&D campaign, warning the players directly that it wasn’t a fair fight and they would likely pay a serious price for rolling the dice an hoping their numbers were bigger. This really changed their mindset and they began gathering intel and negotiating and planning how to tip the odds back in their favor through skullduggery.

In any case, I’d encourage to ask thoughtfully whether their confidence is genuinely misplaced or if you’d telegraphed to them that success is inevitable. If so, talk to them directly about a change in danger level, and start telegraphing it in multiple ways so they can see when other paths are available or advisable.