Personally I chalk the majority of those immortalities up to gameplay limitations. Especially the Amygdalae; we're clearly capable of fighting one in a designated arena, it's just that the others would have been too awkward to fight in their given positions. Whether or not there is a *point* to fighting a creature that is, in all likelihood, little more than a projection from a greater being is a different question entirely, but I do think it would be possible, logically. Gehrman, also, I think was made invincible because he ends up being the final boss so it would be awkward to be able to damage him before that. With the Doll it's up to anyone's guess; historically, level-up girls in Souls games have always been invincible for one reason or another, so gameplay came first, but she may as well be a great one or something.

Aaanyway, that's not really the point I was looking for ;) I do agree that specters are a good example of enemies that should not really be hurt by conventional weaponry, thus requiring the use of arcane stuff or cursed weapons/oils or something. Also, I think the concept of great ones (or simply creatures) like Oedon that exist in an intangible state are interesting. For instance, consider the idea of a great one that exists as a disease like the Ashen Blood. Expose yourself to its filth, become infected, and you will enter in communion with it - but such exchanges are likely to result in your untimely death.

Consider a pool of sentient water (or liquid of some kind), where imbibing it will perhaps let you bask in its knowledge, or perhaps not. Or picture a mansion overgrown with flora, where at its heart one discovers the ancient corpse (or maybe living body?) of a pregnant woman, from whose womb spring myriad roots and vines. Or imagine the dead body of a great one, or greater kin, that was left lying around after the last great hunt - and whatever fauna feasts on it now is gaining strange intelligence and properties. I'd love to picture a kind of maggot-fly hybrid that has gained enough power and intelligence to communicate, considering itself a conqueror of gods (as it has eaten one).

...Just some kickstarter ideas I had lying around ;)