Board Thread:Lore Discussion/@comment-120.28.247.29-20140227132717/@comment-11509577-20140228165125

I was under the impression they actually can die, this being one of the differences between them and the Daedra and why they so rarely visit the mortal plane. The pieces of Lorkhan don't have a conscious I mean you can say he's not really dead because pieces of him still live but he IS dead. He's not around anymore.

In answer to the question though I'd think they would just cease to be, hah, as sad a thought that is. And I'm not well versed in Aetherius so I can't help you there. But I believe the souls Alduin took were destroyed to fuel his own self. If any of this helps.