Even then they are unkillable. Their health will not go to 0. This is so the justice system has some bite.They can be killed, but it's meant to be a huge elitist scattered "group" thing to kill, if ever. They have like 4,000,000 HP as I recall.
If you have stolen items, try to get to a refuge for thieves outside of the cities (sometimes inside them), and sell off or Launder any stolen items. They won't attack you any further.
If you killed an innocent, you need to wait for a few hours outside of Guard area and the bounty will go away on its own.
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