Ok, I had the same issue as you do. Though I don't think you can use the same way out I did....and you seem like a nicer person to this guy than I would be...
So advice from expirence....if you pretend to be his friend he will keep comeing back to annoy you. The reason I think for saying all this bs about being immortal and s**t, is cause he got no life...So get him active in something or let him make friends with guys, though the guys might think he has something wrong with him too (so it might not work for a while)....So get him active in a sport of hobby so he would be too busy to bother you....
Tough love advice from a girl Rin