What is this element of poetry called?

You say those lines do not involve personification, but they do. Saying "death, thou shalt die" personifies death by giving it the human trait of mortality. In reality, people can die, but death can't. And the words "Death, be not proud" personify death by giving it the human ability to feel pride. (Also, look up the literary term "apostrophe." The speaker in Donne's poem isn't just talking ABOUT death, he's talking TO death as if death were capable of hearing and responding.)