EXPECTING. Jill Clayburgh, 37, Hollywood actress (An Unmarried Woman, First Monday in October); and her husband, Playwright David Rabe, 41; their first child; in June.

MARRIED. Birch Bayh, 53, former Democratic Senator from Indiana who was defeated in 1980 after three terms and is now a lawyer in Indianapolis and Washington; and Katherine Halpin, 33, director of news information for ABC in Washington; he for the second time, she for the first; in Washington. Bayh's first wife Marvella died in 1979 after an eight-year battle with cancer.

DIED. Nathaniel Benchley, 66, humorist and author; of a liver infection; in Boston. Benchley, whose father Robert was a famous humorist and whose son Peter wrote the megaseller Jaws, was a prolific writer of novels, newspaper and magazine pieces, Hollywood screenplays and biographies. His most celebrated book, The Off-Islanders (1961), was later made into the movie The Russians Are Coming, the

Russians Are Coming (1966). Benchley's humor usually was low key. "Few people realize that real loafing takes more skill and cunning than much of the so-called work on which energetic citizens prize themselves," he once wrote. "If you think you are loafing too much, lie down until the feeling passes."

DIED. Mehmet Shehu, 68, truculent Prime Minister of Albania, called "the Butcher" because of his bloody suppression of dissidents in his country; by suicide; in Tirana, Albania. Shehu was regarded as the probable successor to Albanian Leader Enver Hoxha. Known for his hot temper, Shehu allegedly shot and killed a colleague who argued with him during a 1950 meeting of the Albanian Cabinet.

DIED. Donald Cook, 72, acid-tongued former chairman of the Securities and Exchange Commission under President Harry Truman; of a heart attack; in New York City. For 15 years, Cook also headed the American Electric Power Co., the fifth largest utility in the U.S.

DIED. Eugene Conley, 73, lyric tenor with the Metropolitan Opera Company and the first major American-born and -trained tenor to star in an opening at Milan's La Scala; of cancer; in Denton, Texas. Conley started his career as a radio singer and performed with Arturo Toscanini and the NBC Symphony. He made his Met debut in 1950 in the title role of Gounod's Faust.

DIED. Karl Struss, 95, Academy Award-winning cinematographer; in Santa Monica, Calif. Struss, who developed a soft-focus photographic lens, won the first Oscar for cinematography in 1929 for Sunrise.

DIED. Allan Dwan, 96, pioneer director of more than 400 movies; in Woodland Hills, Calif. Dwan directed his first film in 1911 and helped shape the comic-swashbuckling image of Douglas Fairbanks Sr. A moviemaker for 50 years, he gave this advice to young directors: "Be sincere. Don't be tricky. And surround yourself with good people."

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