Correct me if I am wrong (I never played around much with immortals) but in DomI, for an immortal to resurrect, the following had to apply:
1) He needs to die within his god's dominion,
2) His nation needs to be in control of his Capital province.
When a capital was under siege, the province belonged to the attacker for all purposes of movement through owned territory, for example.
However, I just lay a long siege against T'ien, who had some immortal heroes, who seemed to respawn every turn right on my sieging army...
Also, I slew his god a while ago (while laying siege to his castle). It attacked again a couple of turns later, about one turn after I had taken complete posession of the province and the castle.
Is that supposed to happen? If yes, I think I'm finally getting around to use an immortal god, attacking my sieging enemies once a turn.