I see your point I had thought the Sorcerer King had undying, but checking revealed that he does not get it. With the mist form I am going for an escape whenever he is trapped by an ability, but I don't want it to trigger when a hero first moves adjacent to him otherwise he will be invulnerable to some heroes. I think a possible revision could be (Although I'm still not sure of the wording yet):
Undead Resilience: Your Avatar gains the Regeneration 5 and Unstoppable abilities. Additionally if a hero triggers your Avatar's Unstoppable ability, your Avatar interupts the end of the heroes turn and becomes a mist and may immediately move a number of spaces equal to his speed.