First off, Hidan really is immortal, kakuzu said it himself he can't die, so Pain must've known this also which is why hidan was recruited. A person who gets his head decapitated, gets it sewn back on, and acts like nothing happened, i call them either immortal or undead. Here's my theory to his immortality, Jashin priests sacrificed thousands (like in FMA when they use humans to create PS) of bodies to the shinigami and in return, hidan was granted immortality for being very faithful. Or hidan must've been sealed inside the death god's belly and managed to escape achieving immortality. (he ruined death's grand design so death had to start over) Maybe the belly was full and had to spit some1 out to accept a better sacrifice, the 4th.
After first soul transfer, Orochimaru's old body was prolly decomposing, so he must've told kabuto to burn it inside the furnace to heat up the hideout. Few things orochimaru could've done instead of risking his own life with sasuke. First, when his first soul transferred body was failing, he should've sent kakuzu a whole lotta money to tell oro his secret on prolonging a body's life, that way he won't have to switch every 3 years, and he also could've prolonged kimmimaru's life. Second, he should've made a deal with sasuke, that he'll train him in exchange for sasuke's blood every week. I mean the sharingan's power was in the blood, in due time, oro could've figured out how to create sharingan bodies like he did with yamato from shodai's dna. Also if other countries are always trying to unlock a kekkeigenkai's secret and special hunters are sent to destroy a dead shinobi with kekkeigenkai, (think hinata's kidnapping and what haku said), it means that it's quite possible to replicate a kekkeigenkai with experiments. Oro had all the time in the world, why risk fighting a sharingan when he clearly lost to one earlier. He said it himself, he knew that sasuke would turn against him. He was successful creating the cursed seal from juugo's blood, he could've done same to create bone kekkeigenkai and sharingan.