[PK]

Here's what I see as the real problem: The GM decided that it would be fair to let you know that this particular NPC cannot be killed. Your response is to ask us for advice as to how you can kill him. To me, that seems similar to the GM saying, "In this fantasy setting, magic cannot heal you. Healing is rare and requires divine intervention unrelated to magic," and then when the game starts, you say that you want your mage to research a healing spell.

Contrary to what some people have said, the GM absolutely does have the right to declare that an NPC is unkillable, immortal, has infinite HP (or infinite whatever), and so on. NPCs don't need to be built on points. And there's nothing necessarily "unfun" about this! I've run games where the PCs rarely had to interact with the literal avatar of a god, and if they'd tried to kill him, it would have been an exercise in futility; of course, they didn't, because they knew he was a god.

Now, if you're expected to actually fight this bad guy, then it's the GM's responsibility to establish a clear way by which he can be defeated, if not killed. But it shouldn't rely on you flipping through rule books to find the right power build. It sounds to me like your characters need to research this bad guy and find out how to stop him. Not kill him (because you can't!) but stop him.