Hamel is half human, half demon, son of the Demon King. Demons are immortal as long as they don't run out of magical power (they can be killed though) so I guess that makes him… half immortal? idk man you decide. The demon part of his soul gives dark pings like whoa, but he keeps it under control for the most part.

Xellos is a mazoku, a demonic spiritual being. He lives on the astral plane and the form people see is in fact a projection he creates. He's immortal unless you kill him and pings SUPER FUCKING EVIL.

Neither of them died.