I am planning to design a Adventure with strong political flavor in the Nine Hells. Its going to be an evil campaign. The heroes will start at level 15, will be required to be lawful, and character background must not prevent them from turning against each other. All this should give them at least have a chance to withstand the dangers of everyday life of the Nine Hells.

All the political parties and hidden forces of the plot remind me of the first 4 seasons of Game of Thrones - the group will be taking part in the powerplays of archdevils. A single bad decision might lead situations where even a group of level 20 heroes is unlikely to survive. Even just siding with the wrong forces in a battle could lead to a TPK in this world.

I don't see a lot of mitigation strategies. For example, I could provide an NPC spy who provides intel. Regardless, if a TPK does happen, I can't see how I could reshape such a complex plot just on the run.

Given that a TPK seems likely, how can I ensure continuous experience of the adventure despite loss of critically important in-character knowledge that occurs when creating new characters?

I could imagine that a new group simply could be a special force of one of the Lords the party was working for and simply being briefed about what they need to know. But I fear that being dispossessed by the freedom to design their characters background makes it feel not like their character anymore from the moment the first TPK happened.

Plot armour

I am talking from experience with computer games rather than with D&D, but the general idea of being somewhere out of your depth and only ever 1 decision from death is the same. The premise of this is that you want your players to get attached to their characters rather than the plot.

So you create something that means death is not permanent, so they can always recover.

Examples:

They are already dead, and just souls trapped in the hells. Maybe they are owned by one devil already and as well as trying to navigate the politics they are trying to find a way back to the material plane and free their souls from whatever contract gives that devil ownership. Death therefore is just part of the eternal torment of the hells, and they reform wherever they are tethered.

Mysterious gem of saving them in the nick of time! I can't remember which game I stole this from, but they are teleported to a demiplane watched over by a mysterious creature who sends them back where they were after a rest.

Slight lore change. Devils can't permanently die when not on their home plane, in your world this applies in reverse to any creature not native to the hells, they simply re-appear somewhere when they die.

Not everyone will die in a Party Kill, possibly.

Depending on how you approach your players, and by making it very clear to them, you can encourage a behavior of 'flee the minute someone gets decapitated'. This may encourage a sort of cowardness if people run from every fight, but if someone flees and they live to tell the tale they could simply revive their fallen allies or meet up with newer allies (Newer PC's) and more or less keep the story going as it had been, as long as the other players are not upset.

Just because everyone dies doesn't mean they won't be revived or used.

Are they fighting for or against Archdevils, either way...their deaths could lead to them being revived with a new issue: They now owe their souls or new lives to the devil in question.

Even stranger, perhaps they die and....not all that much happens. Their soul passes...straight to the Nine Hells, and they continue the adventure as a weird devil with all of their old memories and personality, but perhaps weaker and with odd obligations.

So to answer the question in specifics:
The way of having a continuous experience is by realizing that death, at these levels, is not the final stop for heroes and villains in most worlds.

This could be completely useless though if you dislike or don't use much resurrection magic.

The same way Game of Thrones does

By having a continuous plot line irrespective of the entry and exit of various characters.

This can be “You are no this guy, this is how the events to date have shaped your backstory but apart from that you have no agenda” or “You are now the son, daughter, wife, gynecologist of this dead guy and start with pretty much the same agenda.” Hopefully the dead characters have left some achievements to build on - Ned’s failure led to Rob’s failure led to Bran and Sanaa’s success.

Look, if you want realpolitik in your game you have to play it the way Cersi said - “If you play the game of thrones and lose, you die.” Big rewards, big stakes, big risks.

You can't have it all.

If the continuous player experience is important, then it needs to be easier to avoid the "wrong" choices, non-death consequences need to be prevalent, or death needs to become a lot less of an obstacle.

There are a variety of ways to accomplish any of those, but the core of the issue is that you can't have characters balanced on the knife's edge of mortal danger all the time without the very real risks of said mortal danger. But this is a game, and so it's expected that the balance will be generally tipped in the players' favor.

Avoiding the wrong choices

My number one suggestion is to provide lots of information to the players on what's going on and what the likely consequences of actions are. If there's a wrong side to align themselves with, and doing so will almost certainly lead to a TPK, then your players need to have enough information to identify that that side is the wrong one before they choose.

This may be difficult in a political intrigue-focused game, but you can find ways to convey relevant information incidentally. If players are being courted by the Order of Plot Cannon Fodder, perhaps you pepper the game with information about how that group's military forces are inferior to others', they have no good political leverage to use, they are seriously mistaken in some of their assumptions, and they don't actually have a plan that leads to success (i.e., phase 1: steal underpants; phase 2: …; phase 3: profits!). This works best if the game is strongly plotted, and factions are pre-destined to succeed or fail at specific times in specific ways.

If the setting is less rigid and you want player agency to matter more, then it should be less pre-defined for certain factions to be the wrong choices. It may be the case that either group A or group B will fall during the first chapter, but the players' involvement with one or the other will be decisive in which group it is that collapses. The one they choose is fundamentally right, because the next missions will be to damage the other group and lead to its downfall.

But if choosing the wrong option between A and B results in death (and the end of the story/experience you want to convey), then you aren't really presenting a choice. If there's no meaningful choice to be had, then don't pretend that there is just so that the players can effectively end the story early through arbitrary failure.

Intermediate consequences

This is the one I've used most in my politically-focused games. It's possible to soften the consequences of a wrong choice in many circumstances. In the heat of battle, bad decisions may well lead to PC death. But outside of that a pack of scheming, unscrupulous individuals might try to find other options. A party that makes a bad choice, angering the leader of group A, might lead to that leader killing them through means the party cannot resist. Or that leader might leverage the party's mistake as blackmail material, or a source of misinformation to foster, or imprison them for later use, or PCs are tortured in ways that have mechanical consequences (maybe a persistent stat penalty, disadvantage against certain creatures or groups, or something), or any number of other elements.

The point here being that while death may be a plausible, thematically appropriate outcome to mistakes you don't have to use it. PC death can still be an ever-present danger without being the sole danger the PCs face. I would imagine that in the Nine Hells there are many fates worse than death but which a PC might escape or be rescued from in some way.

Death is really just an inconvenience

This is my least favorite of the three options because I think it's hard to pull off well, but it definitely is an option. Many of the other answers have suggested approaches to this, so I won't rehash them here, but this is the ultimate backstop. If a TPK doesn't end the story or break character continuity, then the risk evaporates.

The major reason I don't like this option is that it imposes significant worldbuilding issues (as other answers also point out). An antagonist is unlikely to consider a TPK a good way to deal with the PCs after a wrong choice because that won't really hinder the PCs. As a result, NPCs assigning missions will probably not consider mortal risk to be at all important, and it would not be plausible for NPC antagonists to prefer killing to other alternatives (like permanent maiming and imprisonment).

The main point being that permanently stopping the PCs is almost certainly going to be the antagonists' goal. Normally a TPK will accomplish that, which is why antagonists try to kill PCs. If a TPK won't cut it, then antagonists won't put much effort into that approach and would instead focus on some alternative that will accomplish the same mechanical goal.

The other reason I don't like it is that it drains most of the tension from scenarios that D&D provides. Death is a serious, though not insurmountable, consequence and so players try to avoid it. The risk creates excitement and makes player choices meaningful. If the consequences of death are basically nothing at all, then that excitement is gone. It can be replaced with other sources of excitement, but that can be difficult to do. What would the PCs by trying to avoid if death is irrelevant?

Tell the story in episodes with different protagonists

First a disclaimer, I have no idea about the Nine Hells, but I believe the question can be answered independently of the setting.

One option to present a world were instant death is always a possibility is to plan the story independent but related episodes that are telling a different part of the story.
Each episode features its own story arc and can be won or lost by the players.
Either way the story resets with a new set of characters of a different faction/background to tell a different aspect of the story.

The result of previous episodes influence some of the details of the following episodes, but because they are not a direct continuation it will work either way.

This way, you can even have the players play for opposing sides in the story, or encounter their previous characters (in case they survived) as NPCs or foes.

One example that comes to mind is the We Be Goblins Pathfinder module, which is a prequel to another campaign, in which the players play goblins in an one-shot adventure, which sets into movement the actual campaign.

https://paizo.com/products/btpy8j5w?Pathfinder-Module-We-Be-Goblins