While it hasn't been confirmed, I am pretty sure C.C. isn't an immortal anymore, because Charles was going to do so, but she acted against that during the middle of the process, hence why she lost all memories of 'C.C.'.
I'm sure it'll be confirmed when we actually see her forehead, unless we have and I missed it, because if she doesn't have the Geass syrabol she isn't immortal.
Oh and I really don't get why everyone hates Rolo so much...
He doesn't realize what he is doing is wrong, and you know, out of everyone thus far, aside from maybe C.C. he is probably the most loyal to Lelouch.
I get that he killed Shirley, but again, in his eyes it wasn't wrong, she knew something that could potentially put Lelouch in harm, he eliminated that threat.