So the best way to tell if you can continue to evolve an Immortal is to look at the Bottom Left
of the card.
There are 4 bars there, all Immortals start with 1, after evolving it gains another bar.
When all the bars are filled you can no longer evolve it further.
The only Immortal that is an exception to this rule at this time is Amphitrite.
I hope I was able to answer your question.