It's the sacrificing option.
If you sacrifice enough other immortals for 1 it will rise to lvl 20, which is max lvl for a C immortal
Once you have a C lvl 20 immortal you can use that one as a sacrifice to get another one to lvl 20 (of course the original one is gone then). You just have to repeat that process 50 times to unlock all challenges.
Important hint: It has to be individual Immortals, e.g. if you max 2 Dryads to lvl 20 it only counts once. BUT if you make a C+ Dryad and max that one it counts again. So getting those 9 seconds is actually pretty easy if you follow those rules.
But write down which Immortals you already used, I didn't do that and simply forgot, so when I had 30/50 I had to do quite a few extra.