Are you immune to the 5 death rule after you acquire the glow effect to your file stars?

Solution 1:

My understanding is you're immune from the point at which you see the credits roll for the first time. All of the bonus content is much harder, and in those stages, five or more deaths ceases to trigger the game's assist features.

I've 100% completed the game with glowy stars intact, by the way. My worst playthrough of a level after the main game was around 50 deaths. Oh, how I wish that were hyperbole.

(As spoiler-free as I can make this.)