If my opponent has Cold Hands or another character that cannot be killed for one reason or another, can he choose them to answer military claims knowing that they won't die? Thanks for any responses

No. A character with "cannot be killed" cannot be targeted for anything that would attempt to kill that character.

From the FAQ:

No. A character with "cannot be killed" cannot be targeted for anything that would attempt to kill that character.

From the FAQ:

(4.3) The word "cannot"

If an effect has the word "cannot" in its

description, then it is an absolute: That effect

may not be overridden by other effects.

For example, if Wildfire Assault (CORE

L191) is played, which has an effect that kills

characters and "cannot be saved," then a card

like Bodyguard (CORE T150) that saves that

character would not work. Also note that if a

card cannot be saved, a player cannot even

attempt to save it with a saving card or effect.

Note, however, that Wildfire Assault may still

be canceled, because it does not have the text

"cannot be canceled."

A character that cannot be killed/saved/etc.

may not be chosen for that effect.

this. plus, if something like Wildfire Assault or the new The Aftermath, where it says to pick three and the rest die, is revealed. You can pick other characters to save, and anything that "cannot be killed" stays on the board, even if you don't pick them.