Re: Novels with immortals and adversities!

Um, I can't think of any series that puts it all together, but these are stories that have at least one:

the mc can't literally die, not definitively: Absolute choice. 

the mc's who survive despite impossible situations: Reincarnator. The tutorial is soo hard. 

a novel in which the difficulty increases systematically to make it almost impossible to survive.: Terror infinity.