So basically, Wonder of U's ability is a concept, rather than an actual ability as stated by Araki, I mean yes it's a stand ability, but it manifests it into a multiversal concept known as "Calamity". Something that which nothing can escape, and concept that exists within ALL dimensions (D 1 - 11)
Following this info, WoU can coneptually harm/kill ANY being that is within the 11 dimensions no matter what, as they're unable to escape its concept, this includes immortal beings as well (Meaning yes even Vergil/Dante/Nero from the "Devil May Cry" series, who are 9th dimensional, complex multiversal beings) as its abstract existence prevents anything from happening to it.
Having an abstract existence means you technically exist, but you don't, at least not within any dimension, you are a being of higher tier that cannot be accessed by any dimension at all, not even the 11th (There are similar beings to this such as Abstract SCP-682, a boundless Tier 0 being that is truly infinite/immeasurable in every way possible)
If you were to pursue Wonder of U, no matter what, the concept of calamity would be capable of taking you out in one way or another, any and all forms of "calamity" that is redirected by WoU is considered highly "supernatural", as it is capable of doing otherwise, unnatural feats, such as turning a cigarette into a pseudo bullet, surpassing speeds that are even faster than light, even though nothing is propelling it to move at such speeds, it will seemingly "fit" any speed necessary to kill said pursuer. Let's say Goku from the show Dragon Ball: Super, were to try and fight Tooru and his stand, a form of calamity will prevent Goku from doing anything, in a fatal manor, a random chair in the room will move massively faster than light to the point where it would pierce his heart and kill him instantly. The only way to defeat Wonder of U was by overcoming the concept of fiction itself, and illogical force that seemingly doesn't exist, at least not within fictional boundaries.
As for the reasoning behind WoU's defeat in JoJolion, it was because of the concept of beyond. "The concept of beyond is comparable to God" as explicitly stated by Hirohiko Araki, being depicted as the author of the story, guiding the hero to where they should be. "Beyond" chooses someone to be the hero, as the hero must be aware of their role, of being the hero, destined to win (this info came from Araki himself). That is the power of "Go Beyond".