Kagura dies in Episode 2 of The Final Act and I don't know when Kanna dies, but I know she does. Kanna creates a mirror demon and takes all the damage to herself, and then, just before she shatters into a million tiny pieces , she tells Kagome that Naraku will die from the light and Kagome puzzles over this. But yeah, they do die...
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Episode 2 of Inuyasha: Kanketsu-Hen
Why don't you watch Inuyasha for yourself and figure that out. She dies in episode 35 but is revived, then again in Inuyasha the final act (watch all 26 episodes to see when rin dies; but is saved once more, also Kagura, kanna, kikyo and Naraku die in this season as well).
Episode 80: "Sesshomaru and the Abducted Rin"
Kanna dies in Episode 11 of InuYasha: The Final Act "Kanna's Gravestone", which if you add it to the episode count of the original InuYasha anime would equal Episode 178. Though The Final Act moved through the rest of the story at a faster pace than if the original anime had continued, it would've probably occured at a later date than 178.
He wanted to save her using Tensaiga, but he knows it can't. Kagura dies soon after.