How did your muse found out that H:SR Kaeya was an immortal creature?
Was it when he didn't thought of the importance of parrying a blow, because he knew? Getting decapitated cleanly as a result, cobalt hair a descending comet that didn't even had time to reach the ground and dip into the dirt before golden tendrils reached for it with startling speed and pulled it back to re-attach to his bare neck, and he didn't even flinched at it?
Was it when the impact of an explosive should have scattered him among many corners, and it did for a moment, before the same golden tendrils scattered from somewhere that should have been Kaeya, quickly placed him back together in his usual form? If there was something haunted in his gaze after, he never mentioned it.
Was it when he was cleaved in half? Speared through the chest? Decorated with bullets until he slumped against a damaged wall? When he puts himself in harms way with little to no care for himself?
Did they felt relief, because it meant that he could never be taken away from them? Maybe it doesn't matter that he comes back a little more wrong each time. Did they felt horror, not fear, but genuinely concerned horror at the very existence that Kaeya must lead?