So, I killed my party today

Hey, I´m a relatively "fresh" DM, and today was the first time that my players´ characters lost a fight. They were all knocked out during the final combat.
Here is the thing: I don´t know how I feel about it. It feels strange, and not in a good way.

The situation was this: We are playing Rime of the Frostmaiden, it was the "Lost Spire of Netheril" part. We have four characters: a fighter, a paladin, a rogue and a sorcerer, all at lvl 4.
So far, most combat encounters felt a bit too easy and the players got a little "cocky" and arrogant. I felt like they needed to lose at some point to get them back to the ground...
So for this session I planned to ramp it up a bit, I made most fights a bit tougher than they are in the module. But, most of the fights are optional. My plan was to kind of teach them a lesson that they don´t have to fight everything and there are other options. 
So at the entrance I made them fight a pair of Basilisks. They could have tried to sneak past, but didn´t. They attacked. Later they encountered Dzaan and his bodyguard, a wight. I guessed correct that the group´s paladin wouldn´t let him live. They underestimated the wight though and split the party, they had the paladin and the rogue fight it, and almost lost.
Later, in the chamber that creates real objects out of illusions they got greedy and started to make illusions of gems and jewels and stuff like that. Until they rolled bad and had to fight a black pudding. That also caused a decent amount of damage and the characters had to retreat.

Finally, at the end, there´s the encounter with 6 bugbears. I upgraded two of those to be bugbear stalkers insted of the weaker warriors, because I really wanted this encounter to be hard. I hoped the players would realize that they used up many of their resources and that they are outnumbered. But they still felt superior and attacked, although the bugbears started with talks and negotiation. Now that was one of the most intense fights we had so far. The stalkers hit hard and I have to say that I rolled three critical hits for them during that fight.
The players fell one after another, first the paladin, then the rogue, then the sorcerer and finally the fighter.
We ended that fight at a really epic moment, as the paladin already failed two of his death saving throws and he would have had to make his last attempt right after the fighter went down.
Instead, I ended the session at this point.

Now, I also planned for this outcome. And I thought about using this as a transition to the Goliath camps, like having a scout of the Goliath tribe having tracked and followed the bugbear group and when he saw them leave the spire, he went in to check and find the characters unconcious. So he took them up to his sled and get them back to his tribe.
And start the next session with the characters opening their eyes again in the Goliath camp. Or to be more precise, I plan to start with the paladin having a little encounter with Bahamut in a nice cozy grove and Bahamut telling him to wake up.

So, how do you guys handle something like that ? Does it take away the stakes in the future ? Like does it give the players the impression that "He´s not gonna kill us anyway" if I go that route ?
I thought about taking away some of their stuff. I mean the bugbears were after food, gold and other valuables. So I thought about taking away their money and possibly their weapons (but not their magic items, though it would be weird if they took away the rogues rapier but not his magic dagger...). But I think that this could be quite a controversial decision and some of the players might not take it well (for example, the paladin gave his weapon a name). Is that too harsh ?

I have to add that none of the players got angry at losing that fight and in fact, we all agreed that this was one of the best sessions we had so far.

It is ok for them to die.

It would also be ok to have them be captives of the bugbears - though players HATE this scenario. Plus if you're going to take their stuff take ALL of their stuff. 

It would be ok for somebody to happen by and rescue them, but this plan is pretty weak.

It is also ok to have them have a conversation with an entity asking whether they want to live or not. Then ask what they are willing to sacrifice in order to live. 

Quote from Wysperra >>

It would also be ok to have them be captives of the bugbears - though players HATE this scenario. Plus if you're going to take their stuff take ALL of their stuff. 

If they get taken captive, you can also take away their stuff but then give them an opportunity to retrieve all of their stuff as part of their escape

Quote from AntonSirius >>

Quote from Wysperra >>

It would also be ok to have them be captives of the bugbears - though players HATE this scenario. Plus if you're going to take their stuff take ALL of their stuff. 

 

If they get taken captive, you can also take away their stuff but then give them an opportunity to retrieve all of their stuff as part of their escape

 Well of course!

Them waking up in a Goliath Camp out of gold and/or weapons would be better than a TPK. And if the party wish to get them back, perhaps the Goliath could bring them back on their trail and the party would track the Bugbears up to their lair.