The Shrine of Shadow Ghouls

Heirarch: Itiryal, The Daemon.
The Shadow Ghouls are an Incubi Shrine who are reputable for the fact that when they go to battle they will stay near to whoever is paying for their service but they set the condition that they should never be considered bodyguards and they secretly consider them as rich fools they can manipulate to kill from, until they betray the shrine.They do not wish to be known to those much more powerful than themselves In truth, they hate the Archons of the City as arrogant fools, believing battle is all they need and as such they will rarely offer their service out to Archons (keeping them away from the greater powers)and will often kill them if the Incubi are used as political tools, after completing their task, of course...
Itiryal is almost fatherly, as much as a Heirarch could be, because he takes the losses of his Incubi brethren personally (he is the one to hunt down those who cause the death of an Incubi). The Daemon rarely partakes in raids because he feels that his skill would be wasted on lesser warriors and will only partake in war to kill some sort of powerful champion. He has so far killed a Hive Tyrant and it is rumoured that the Chapter Master of the Thunder Lances didn't disappear on a quest into the warp but be killed by Itiryal and have his body stolen away to the Hierarch's trophy room. It is also claimed (by the shrine) that the Hierarch is immortal and although that is false but only a few people out of the shrine are told this, as they do not wish to get the attention of greater powers, like Asbrudael Vect, (but of course nobody knows this) and this information is false as it is not the body of a failed recruit that they burn at midnight... It is actually remarked to be like the Exarch armour of the Craftworlders as the new inheritor will gain the personality of The Daemon, the original suit owner, losing his own.
They have a strong bond with the Cult of the Black Gaze and this is shown through the fact that they appear on almost any raid the cult partake in.The Shrine considers those who fall to death weak but if even a single Incubi would fall because of the mistake of another then that another will rarely live longer than an hour after the Shrine hears about it, of course, if the Eldar making the mistake survived their mistake, that is.
The Incubi will dress in the traditional armour that is fully black. Their appearance is made creepier by the fact that the eyes of the Incubi will glow red in a state of battle, lending them a daemonic look. This has be known to be so terrifying that a platoon of Imperial Guard once simply put their hands up in surrender and were then simply spirited away, back to Commoragh to live out the rest of their unfortunate lives.
When they go to war they will rarely take Demiklaives, believing them to be inferior to Klaives, as, in the words of Itiryal: "A Klaive will execute a Captain of a Space Marine Chapter in a single blow, if done right. Demiklaives will take a few slashes and thrusts." This is the belief of their Shrine and it is what they do.
Only one question to start with: Are there any other ways you think of that could make the Heirarch supposedly immortal?
EDIT: What more imaginative or different ideas could you have? As all Space Marine disappearances that I have heard of have been into the warp or the webway.

Placeholder for pictures of models, symbol of the shrine (post ideas all you want, I haven't thought of one yet). This is coming soon (hopefully).