If you explore Vampire Castle, you'll ultimately learn that Lord DeRosso gained his immortality while burning in his own castle's flames - when some dark voice offered him power everlasting.
During the final battle, Lord DeRosso makes an appearance: before sacrificing himself against Lord Ouroboros, he recites the same words as the dark voice - then he fuses with Ouroboros' core.
But, this still doesn't quite explain Lord DeRosso's immortality - nor is it very clear why did he recite those words (obviously he's the dark voice his past self heard, but I still don't see the point).
So, what exactly makes Lord DeRosso immortal?