I wondered this last night. The did in McVeigh in Terre Haute, supposedly the only Fed Death Row there is. IIRC
Is that where he's headed?
I've no idea. I just think death would be too easy, especially when that's what he wants. Also, given the belief structure of these people, jail is a stronger deterrent than "martyrdom."
If it was a military trial and he received death, he would end up at Leavenworth.