Hmm, depends. If Vanica can grant immortality to the whole Triad, then they cannot loose, the Schutzstaffel lack any way to negate that kind of ability.
Pernida and Askin are the weakest here. Neither can survive Dante's Singulary or Zagred's Demon Swarm. Even if Askin could somehow adapt to their mana, Zagred would easily turn him into a pincushion with physical weapons.
Lille and Gerard are significantly more difficult to put down. I feel that Dante's Singularity can still interact with Lille's intangible body. His intangibility is kinda wierd because his body still reacted when he got slashed, its like he is made of some viscous liquid.
Gerard can be defeated in the way that he died in the manga, if Zagred's Demon Swarm eat up his life force he might be incapable of regenerating as its the source of his power.