Bob knew how to kill immortals, he’s on every immortals poop list, and that would include the likes of Hades who have exclusively retired to the Never Never. His terror of Mab (but not Lea, an immortal who I suspect is his “Mother” and the source of this information) is genuine, Faerie lies cluster to the mortal realms to a trip into the Never Never will inevitably mean some contact with Winter)
I have previously posited that Bob could form an ectoplasmic body around his sanctum, it would dissolve with the dawn but Bob would be safe, and he could immediately reform it. I have suggested something similar for Bonnie is likely probably in Next Book
Now there may have been safeguards in Bob’s original sanctum preventing him from doing this as there are as regards him doing the bidding of the possessor of the Sanctum. However I believe the Sanctum created by Harry may not have had these safeguards, which is why Bob wanted it in the first place. I suspect we may therefore see Bonnie first manifest the physical form we saw in Skin Game.
However I suspect the Castle as intended to be run by a spirit of intellect may itself be an enormous Sanctum with the same control measures meaning that Bob could only manifest a physical body inside it (a nice symmetry to Bonnie) unaffected by the Dawn. Outside he would still need the skull for protection.