When Nico dies in this AU he will become an aspect of Anubis.
Since Anubis' and Nico's souls are actually fused it's plausible that when Nico dies and thus loses his own physical form it's plausible that his own weaker soul will be somewhat assimilated by Anubis' stronger and more stable one. Nico even has some divine makeup so it wouldn't be that far of a stretch.
