Very interesting bug, not sure if it's what I think it is, but worth checking out. I was just wandering my Vampire Lords through Keelyn's land, Dominating anything interesting, when I notice that they're generating Illusions via Hall of Mirrors. I kill off a couple and realize that perhaps the mirrored Vampire Lords are also true Immortals, so I head to Jubilee. Sure enough, there's a fair-sized stack of Vampire Lord Illusions there. Oh and also, the Undercouncil just voted for Secret Codes so I Dominated their free Great Sage too

.
Anyways, after messing around outside Jubilee for a while, killing things and managing to steal the Baron too, I notice that there isn't a duration counter on the remaining Vampire Lord in the city. I think I just managed to give Keelyn a free permanent Illusion Vampire Lord

. Probably works the same way for other true Immortals. Oh and also, the Illusion Vampire Lord has been summoning Illusion Skeletons too. Screenshot and savegame attached, it's 0.33b. This is the same game where the Svartalfar haven't researched Poisons yet (it's turn 746, Emperor Epic).
edit: I think I've tracked down the problem, as well as found another major Black Mirror exploit. Mirror illusions have a 1-turn duration counter. Apparently summoned units expiring counts as a death for the purposes of Immortality, at least for true Immortals. Basically, if an Immortal is Mirrored, it creates a 1-turn-duration Immortal with Illusion. On the next turn, the Illusion dies, but gets reborn
without a duration in the capital. I'm going to go test if this also applies to units with just promotion-granted immortality.