I don't think he lost his immortality, at leats I don't think anything indicated that he did in the mange.
I think it just was a passive skill he had on for a while because when they cut off his fingers, they didn't turn to ash. But now that he used the other illusion skill, he had to turn off the immortality skill, so the fingers they saved up would've turned to ash now, and this can't be used.
The reason for the ash thing is basically because Han Maru is basically part nachal? Or more nachal than human right now. Therefore, if he lost a body part or anything really, it'll turn to ash and he'll regenerate it. Which directly negates the immortality skill!
I could be completely wrong but it's my theory right now.. I'll explain more if you don't understand ^^
s2 is kind of fast paced, I'm lost with the battle of subjugation rakshasa and how maru lost his immortality (?) especially the part where there's some kind of time paradox something. Also kang chana was just sleeping, then the next frame she's out there on the way to busan with maru and friends, i was expecting there's more to it