There are more words but they are from Tolkien's earlier conceptional periods. Tolkien likely changed these words as he evolved the aesthetics and completeness of the languages. You may even find languages that Tolkien later rejected. Do not mix words from different time periods unless you are familiar with the phonetic developments.

Qenya 

alfírimo

noun. Immortal

eldar alphírimor

Elves are Immortals

eldar alphírimar

Elves are Immortals

alfírima

adjective. immortal

An adjective for “immortal” in the Quenya Verbal System (QVS) from 1948 appearing only in its plural form alphírimar, using the adjective plural formation of QVS (PE22/124). Its more typical Quenya adjective plural form would be alfírime. It also appeared in a noun plural form Alphírimor “Immortals”. It is a combination of ᴹQ. fírima “mortal” with the negative prefix ᴹQ. al-.

Conceptual Development: In The Etymologies of the 1930s the word for “immortal” was ᴹQ. ilfirin, a combination of ᴹQ. il- “not” and firin “dead (by natural cause)” (Ety/PHIR).

ilfirin

adjective. immortal


Below: Tolkien's Late Period (1950–1973). These are from Tolkien's late conceptual period — his most settled forms of the languages. Prefer these over the earlier ones above when composing new text.