Sacred Haven of Debauchery

just one lich, and it turned out to be immortal. So his head just floated around in the basement.

If this is the one from Amn, near the bridge or docks (I don't remember), then he can be killed. First, you need to level up, and then go to him, and most importantly, transform into a demon (I don't remember what this entity is called for the child of Baal).

Have you completed the Throne of Baal?