I have those 2 simple subscribed events:
 

@SubscribeEvent 
public void PlayerDropsEvent(PlayerDropsEvent event) {
    Entity entity = event.getEntity();
    System.out.println("Drop " + entity);
}

@SubscribeEvent
public void PlayerRespawnEvent(PlayerEvent.PlayerRespawnEvent event) {
    System.out.println(event.player);
}

But none of them are called, neither when the player dies and when he respawns

Are you definitely registering your event handler properly? Post the registration code.

It shouldn't since I have another LivingHurtEvent that works

https://github.com/Insane-96/GalaxiteMod/tree/master/common/net/insane96mcp/galaxite

You have two Living Hurt events:

https://github.com/Insane-96/GalaxiteMod/blob/master/common/net/insane96mcp/galaxite/lib/CustomEventHandler.java#L20-L21

https://github.com/Insane-96/GalaxiteMod/blob/master/common/net/insane96mcp/galaxite/lib/CustomEventHandler.java#L79

I'm going to bet that one of them works and the other doesn't.

5 minutes ago, Draco18s said:

You have two Living Hurt events:

https://github.com/Insane-96/GalaxiteMod/blob/master/common/net/insane96mcp/galaxite/lib/CustomEventHandler.java#L20-L21

https://github.com/Insane-96/GalaxiteMod/blob/master/common/net/insane96mcp/galaxite/lib/CustomEventHandler.java#L79

I'm going to bet that one of them works and the other doesn't.

But the second one is not registered. It's just a Method

 

You register the Class object with the event bus, which means your event handler methods need to be static. The Forge documentation explains this in more detail here. 

MinecraftForge.EVENT_BUS.register(CustomEventHandler.class);

do

MinecraftForge.EVENT_BUS.register(new CustomEventHandler());