Some are from overlapping sources, but:
Darth Sion is described as an animate corpse:
The ancient Sith texts at Korriban are rife with paranormal tales of death-defying Sith Lords. But none ever so ardently clung to his broken body as the hate-filled, animate corpse Darth Sion.
---
Darth Sion resurrects himself on the battlefield against Jedi during the Great Sith War:
As a marauder for the Sith Empire during the Great Sith War, Sion flings himself at the Jedi, seeking death, but instead, he finds the opposite. Regularly surviving the frontline pandemonium, Sion acquires a pain tolerance that convinces him of his immortality. Inevitably, probability has its day and Sion is struck down.
Yet death does not come for Darth Sion, and each centimeter of his failing body comes alive with anguish, multiplying that infinitely distant point of pain one thousandfold until his brain threatens to collapse. Improbably Sion gets up. And as he locks eyes with his attacker, Sion lets all his anger for being killed—all the hatred clotting his heart—explode.
---
Darth Sion's technique was confirmed to be an act off immortality (again):
Sion finds that keeping his decomposing flesh tethered together with dark side energy is inexplicably painful, and requires endless concentration on the rage that festers inside him - but immortality is immortality.
---
Darth Sion was "killed" many times during the First Jedi Purge but rose again:
Sion embarks on a Jedi-assassination spree, "dying" many more times, but always ending more enemy lives.
---
Darth Sion is in a state of eternal pain, suggesting eternal immortality:
Darth Sion's body had been torn apart and knitted back together into a patchwork of mutilated flesh. This left him in eternal pain, his broken body held together only by his hatred and the power of the dark side.
---
As already shown, he's said to be, once again, immortal:
Perhaps the most rage-filled Sith Lord yet encountered, Darth Sion is a shattered mesh of flesh and bone. Sion is in constant pain, but his body is held together by will and fury. He is a true, immortal manifestation of the Dark Side of the Force.
---
Also, I'm not "ignoring what the character says," but rather consider it to be highly speculative and can easily be interpreted into meaning a dozen different things. While, in contrast, we have a rather definite and constant view that Sion can resurrect himself off nexuses (as shown through dying countless times on the battlefield and assassination attempts). Likewise, it's said that the "player" believes that Sion can "escape death" a "nearly infinite" amount of time in one source as well.