as far i know there isn´t it, but the easiest way is make some times backups from the savegame folder...
that does not work. Even if you copy your backed up saves, they are still marked as dead.
Unless you want to do it without cheats doesn't the unlimited health/vitality thing on the trainer work? If you don't die you don't get the mark...
You can still die in qte scenes and going with "wrong" dialogue options. Besides, I don't want to be immortal, I just want to have normal save\load options together with maximum difficulty.