Board Thread:Warhammer 40k General Discussion/@comment-212.10.157.234-20131206235526/@comment-213.114.148.231-20131207170542

Slanesh can restore his body if he is killed. But he cant restore his soul should it be destroyed or damaged. Thus he could be permanently killed by a powerful psyker or a demon weapon. It is said in the wiki that Abbadon have similar protections and can be killed through similar means.

That said, there are people who have killed Lucius is the past without getting transformed. But Slanesh cheated and just resurected Lucius.