[Say, it isn't that bad!]

What happens if a mortal kills an immortal?
What happens if an immortal kills another immortal other than a bonded blade?
Presumably they come back to life. Is it "gasp for breath as they revive where they lay"? "Instant teleport and revival in the nearest body of water"? Or something else? Do severed body parts regenerate? Do they have to be grabbed and held on to heal? Do they turn to dust and new ones grow? Are they permanently gone, barring supernatural/high tech intervention?

What happens if an immortal wants cybernetics? Bionics?

Have you considered "And I Must Scream" scenarios? Say, trapped underground - happened to two immortals for centuries each in Highlander: The Series. Neither ended well...