Hm actually, I figured it out I think.
From the looks of it, the normal mob spawns do not contain Lord of Death in Niflheim. He is part of the Niflheim Invasion.
By default, there are: 5 dullahan, 10 gibbet, 10 heirozoist, 20 quve and 20 lude in Niflheim. During the invasion, it will spawn Lord of Death and various other mobs on the map, like Loli Ruri, Bloody Murderer, Disguise and more. Once LoD died, all the spawned mobs will die as well. Seems to happen every 133 minutes.