Deities, Demi Gods and Demons are the creation of the psyche of our concepts,emotions and actions in which are passed down through our collective subconscious over the course of human existence. Such an amazing existence as this is why they are immortal. So it is easy to conceive and understand that Pan couldn't have died as Thamus proclaimed.
Pan would be the only God I know of in any and all mythic or historical Deities in the world that has actually been slain. It has troubled me long enough...so I now intend to prove that the horned God is alive and still in the arcane shadows of our minds. As soon as I have everything necessary to preform a ceremony and ritual to honor him and his legacy, I hope to have an explanation or at least an answer for my personal satisfaction.
There was a mixing of The Horned Gods that seemed to include Satan at some point after the crucifixion of Christ and may be part of the confusion.