it looks to me like the Viserys targaryan card in the core set cant be killed except for cannot be saved effects? Am I right?

Unless his ability is cancelled or blanked, yeah

Although he's not quite invincible.

Since he goes back to your hand after being saved, I've seen people do their military challenge, then their intrigue challenge to try to pull him out of the opponent's hand and get rid of him that way.

There's also the fact that you have to keep playing him each round. Depending on what else you have or want to play, that 1 gold can lead to some interesting decisions.

But yeah, he's hard to get rid of permanently. It's not a simple "bang, you're dead" kind of thing.