It's important to note that even for years prior to 1903, the Allegheny County death records are not really comprehensive - my understanding is that they are just a list of deaths compiled from probate records, so only people who had estates probated would be included. There are no official death records for Allegheny County outside of Pittsburgh and Allegheny cities prior to 1906. So your best bet would be to search for an estate record rather than a death record, or you can search the usual sources: obituaries (which are indexed at the Carnegie Library), cemeteries, and church records.

Wills and estates are handled by a different branch at the Register of Wills office than the one that handles vital records. Try calling 412-350-4180 for more info.