You are confusing not aging with immortality, and they are separate things. Many of the Fae don’t age, but only a small number are immortal. Thus Harry kills various Gruff’s, but I suspect only the Eldest was immortal.
The Coins stop aging and repair a degree of physical damage but you can kill a Denarian, just using pure mundane physical force, you cannot do so with the Winter Lady, you might at best disperse her forcing to take time to reintegrate unless you do so at Halloween or at the Stone Table, a designed killing place. The Eye perhaps because it weakens reality might kill an immortal, but by that time that is the least of your worries. Yourreality may have completely turned in Gazpacho Soup at that point.