In Shu Mountain, cultivators generally start by cultivating their Primordial Spirit to form a Nascent Soul. A newly born Nascent Soul is as tender and fragile as an infant, easily losing its way if it strays too far from the body. It depends on successive cultivation to mature, and only when it has matured can it ascend to the Spiritual Space Immortal Realm, thus becoming a Heavenly Immortal, like Lu Rongbo.
If one could ascend with the physical body, they would become a Golden Immortal, such as Master Changmei.
If the body is lost before the Nascent Soul is formed, leaving only the Divine Soul, and one chooses not to reincarnate but continues to cultivate in this soul state, they become a Ghost Immortal, like Yuan Hua.
If the Nascent Soul is formed but, for various reasons, cannot ascend, remaining forever on earth eternally undying, then they are an Earth Immortal.