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So yeah here is basically the place to speculate on what could possibly kill Sion.

The general consensus is that he's easier to kill without a nexus, so I'll be explaining what could kill him if he was on say... Malachor V.

I'd say one way that is perhaps the most straightforward is sheer overwhelming destructive power. something like a continued barrage of Son/Sidious/Bane/Plagueis/Vitiate level lightning could potentially overwhelm his ability to hold himself together. Something else that could be overwhelming is say the celestial power of a star, or the Death Star's superlaser, or all manners of superweapons with that kind of destructive potential.

I'd say another way would be the unique destructive powers of Sith Sorcery. Powers such as Dark Tendrils or a fully charged force blast seem to supersede the kind of injury Sion can take.

Considering that Sion's control over the dark side of the force through his pain is what is holding his body together, I'd say the most efficient way of killing him would probably be to disrupt this connection. There are a few ways to do this, one of which is Darth Plagueis's midichlorian kill-off ability. Another thing that could potentially screw Sion over would be mental attacks, such as mind domination, or illusions. An ability such as drain could probably detract from Sion's energy, potentially killing him when he no longer has enough to hold his body together. Another less dark sidey way would be force light/wall of light. Such a thing would disrupt his connection to the dark side which could lead to his demise.

Another power that may be of significance is shatterpoint. Those who can perceive shatterpoints can disrupt them, causing great destruction and structural collapse of said object. Sion's body contains numerous fractures all over it from the thousands of wounds he has received. If someone used shatterpoint on Sion, it could potentially stop Sion's body from being held together.

This is what I have thought of so far, feel free to debate or add on to any of these points, or come up with other ways.

Those are all pretty good ways. Yeah, I can't see Sion holding up under lightning that can turn people into ash. For shatterpoint, you'd need to overwhelm his ability to hold his body together, so you'd need to overpower him in that regard.