So, a quick and probably stupid question, but it seems so irrationally overpowered I needed to ask it: Can you choose him to fulfil the claim of a military challenge and that way avoid killing any char???

No, if a character "cannot" be killed/discarded, you cannot attempt to choose them as a target of a kill/discard effect.  You need to choose a different character to die for MIL claim.

What mechanic explains it please? Cause even though I would think alike, From reading the card it doesn´t seem to imply it

What mechanic explains it please? Cause even though I would think alike, From reading the card it doesn´t seem to imply it

The word "cannot" explains it. 

radiskull already explained how it works - a "cannot be killed" character is not a legal target for any effect that tries to kill the character, including military claim. But if you need to see it written down somewhere, check the FAQ entry under "Definitions and Terms" for the correct interpretation of the word "cannot."

I assume I simply didnt think it that troughtfully then. Thanks to both!

The fact that military claim is a targeted kill effect (and therefore cannot choose "cannot be killed" characters as targets) can certainly be one of those things that is not obvious at first.

Yeah, once i see it, it seems so obvious now… But it somehow made me doubt at first. Again thanks for your patience ;)