I guess he's not unbreakable after all. 
He did have a sixth sense tough, since he's nobody's fool living in an Armageddon with those twelve monkeys in his household
Talk about having mortal thoughts when Demi shouted at him "Look who's talking!" as he was seeing Red and the only thought in his mind was "Death Becomes Her" regarding his old ex.
"Fuck all these Surrogates" he thought as he was riding into the Sunset, "these MF:ers must have a DEATH WISH!"
"Oh well, I've survived the Night and I've survived the Game, it's time to DIE HARD!"