User blog comment:B214/Question and Answers 4/@comment-24412159-20150220134931/@comment-16281343-20150220140404

They are still affected by those as fundamentally, they are still Devils. That's why Issei defeated Raiser because he exploited that weakness.

Attacks like PoD, magic, demonic power, etc doesn't affect them as long as it doesn't overcome the things Rias listed that can defeat a member of the Phoenix clan or if those attacks specifically target on disabling their immortality, which would make them normal Devils in that concern.