The Pharisees were adamant in not believing in Jesus! Eventually, Jesus told them that after going away, they would seek Jesus but would die in their sins because Jesus's place is off-limits to the Pharisees (8:21). Jesus likely knew that the Pharisees already hardened their own heart irreversibly. They continually reject Jesus in spite of Jesus's feats and evidence used to support Jesus's legitimacy, and from prior experience, their seeking is because of their desire to capture Jesus rather than to learn or even accept Jesus.
In regards to a question on where Jesus would go, Jesus commented that they are "of this world" but Jesus is "not of this world" (8:23). Thus, the place that Jesus is referring to is heaven (the place where Jesus was before Jesus came to Earth).
Furthermore, Jesus talked about how they would die in their sins because people who do not believe in Jesus would die in their sins (8:24). We know from John 5:24 that Jesus provides a way to be cleared from judgment (via believing in Him), so those who do not believe in Jesus do not take that route. If we're honest about ourselves, we made some screw-ups towards other people, and such screw-ups do not look good on our report. In fact, from Romans 6:23, sin inevitably leads to death, which is why Jesus made that comment.
I know the truth may be hard sometimes, but truth is important because it can help with avoiding disasters. An analogy would be getting stuck in a burning house when the firefighters come to the rescue. People can reject the firefighters' help or accept the firefighters' help, but rejecting the help of the firefighters would be very disastrous to one's life. In a similar way, by not accepting Jesus's offer to be cleaned up and renewed from sin, the sin itself would inevitably lead to death.