Which figure of speeches that are used in the poem death be not proud?

Death be not proud is one of John Donne's Terrible Sonnets and is a hybrid form between Shakespearean and Petrarchan (as all the Terrible Sonnets are).

Death be not proud has the characteristic ABBA ABBA octave of a Petrarchan Sonnet, but there is no clear volta between octave and sestet (nor, to be fair, is there the natural run-on you would expect in a Shakespearean sonnet).

Formally Death be not proud closes with a riming couplet - which you would normally expect from a Shakespearean sonnet - but the couplet does not epigrammatically sum up the previous twelve lines (rather it continues with the general exposition - as you would expect with the considerably later Miltonic sonnet).

Overall Death be not proud is a sonnet which presents much matter for study and debate - simply jamming it into a labeled box would not be fair on it.