Dang. Only one of them is meant to be playable, the others are his unlanded family, so I guess one old dude in the immortal family is fine. Maybe he was a bit late to the party.
Not tried it with Immortality, but when I was working with some 'special races' characters, what I did was :
1) Create a fake-character who would appear as the Character to play as, including a Character_Flag identifying them
2) On game start, fire an event which scopes to the fake-character, and creates a new character
3) Place the new character in the same dynasty as the fake (unless my game is glitching, it seems this has to be done
after the create_character command)
4) Make the newly created character inherit from the fake-character, then kill the fake character
5) You should now be playing as your descendant, and after a day or so you can drop them into the 'real' Dynasty.
Since it happens on game start, it seems to skip the death screen (unless that's a function of the inherit command itself?)