I would probably make the Regen once per Minute rather than once per Turn. At once per Turn, a normal-sized immortal with 10 BODY could regenerate from 0 to full BODY in two minutes. I never got the impression that they healed quite that quickly.
You might also add "Not vs. Hits to Location 5" (or whatever you decide the neck location would be) to the Regen. This woud explain why Ramirez's cut on the Kurgan's neck never really healed, even though it didn't fully behead him.
Rather than buying Danger Sense, I'd be tempted to actually make the immortals' ability to sense each other a Disad instead. Distinctive Features, Not Concealable, Only With Unusual Senses (i.e., other immortals can sense them). The whole bit with their senses spinning when another immortal is nearby would just be the SFX of the Distinctive Feature kicking in.
I'd take the KS: Immortals, WF: Swords, Travler, Languages, etc. (all that stuff) out of the Package Deal. Those are all things that an immortal will learn over time if they want to survive, but they don't magically know all that stuff when they first discover their immortality. Sounds more to me like XP spent.
For the flashbacks Phys Lim... does this actually cause them problems in some way, or is it just a dramatic device of the show? I'd suspect the latter, and probably wouldn't make it a Disad.
I doubt the Social Limitation: Immortal is worth 25 points. It isn't threatened all that frequently, and it's not like the whole world would hunt any revealed immortal... most of the world doesn't even believe in immortals. I'd just make it the same as a Secret Identity. (Frequent, Major, 15 points).
Just my .02.