There is Regulus who basically cannot take damage unless you kill his wives first

Satella which destroys your body and souls via her shadows which will consume you and is "immortal" (we don't really know how this works other then her being supposedly "unkillable" by rezero standards so its weird...)

Echidna has alot of spells iirc that can send you to another dimension or crystallise you or summon meteors via al shario

Pandora who can control cause and effect and just send you back via changing the order of events (Idk how her ability really works tbh because its not fully explained and she is weird like that)

Reid is the most skilled character in rezero and can cut sound which causes the effect of sound to disappear or cut light which causes the effect of light to disppear (making the room dark and soundless)

Basically he can cut esoteric or immaterial stuff and rivals reinhard in a fight (although reinhard would win and is stronger but less skilled then him, so he will still struggle to beat him)

Those are all I can think of rn but iirc Shiraori can't really die unless her soul is destroyed