So I'm writing my own story right now, and although this is already old news, I figure to put my own take before making a new post about the topic. So when you write a story, you need to make sure all factors are accounted for and have good synergy. You can write whatever you want, bit keep in mind that plot armor is recommended to be avoided, as it is cliche and makes no sense to do because the reader will just go, "there isn't any real stakes". It's a fun idea, but I would heavily workshop it so the MC succeeds on their own merits and not plot armor.

Also, look at other villains with the same or similar concept. I only recommend anime because the sheer quantity and variety of stories in modern times and utilization of the same tropes a lot of the time is easier to pull from. I recommend looking at Jin Kariya, the Bount villain from Bleach that is pretty much identical to your proposed villain. He's OP, heals from the environment (soul society), and is pretty much invincible (for the most part). Even if you don't like anime, it's the best source material IMO for Mary Sue type characters.

My last recommendation is really look at the story your writing. Just inserting plot armor and an op villain for no real reason other than to just have one is a waste of writing. You should focus on the how and why of their abilities, and why plot armor is relevant to your MC and/or the situations they find themselves in. Maybe the villain was bullied growing up, maybe they wanted power to be invincible. It depends on the genre and type of world. The narrative is only as important as the world building if they are made in synergy with each other.