This is something I can struggle with in my face to face game. When you have played so many campaigns with the same players over decades it gets hard to get that feeling of excitement and feeling that the the results really matter.
Our game is very hack and slash and in consequence most of the stakes and crisis points are combat related.
I don’t need to tell anyone here that in RM the odds in combat is that someone is going to get hurt. I think that does up the stakes somewhat and I don’t use FATE points or fudged results in my combats. The die fall where they fall. My solution to the lethality of RM is to have life keeping and lifegiving available to the characters.
With this group right now they are carrying a rune of lifegiving but once that is gone they are a long walk away from further help. If you die in my game it is your turn to make the tea while the remaining characters work out how to save you.
Every once in a while I like to throw in an encounter where the ideal outcome for me is for the characters to lose the fight. The players don’t know this but I want them to lose, to be captured or end up fleeing into an area that was way outside the plan. I hope this does trigger that feeling of increased stakes. There is a point in the fight where it becomes obvious that things are really not going to plan.
So I think my answer is to avoid the binary win/lose style of fights where the characters need to win to progress the story.
I think in RM, this is abundantly easy. It takes so darned long to roll up a PC, players go out of their way to try to stay alive. Once they start seeing that criticals at more devastating than simply tracking HP until unconsciousness, and that death can occur on a single roll rather than “Hey, I still have 43 HP left, I can’t be dead…” they realize that there is more to it than hack and slash.
In other systems, it’s a little more challenging. It’s considerably easier to roll up a new PC in many other game systems, so it feels (to me) there is less investment in the PC. Once the PC has acquired some really cool stuff and the player doesn’t want to risk losing it all to death and having to start over, then the stakes are there.
Although I haven’t actually read the system, I think Dungeon Crawl Classics is a bit of a combination of ease of creation and fragility. Players are expected to create a whole bunch of starting characters (0-level I think) because most will get wiped out in short order.