From: Panthera | #463
I'm pretty sure she's invincible even after Mareeta comes out. I don't think the game will let her die at all because it needs her alive so Birdo can get her stoned.
I've had her die to Mareeta before in a previous playthrough. It just force-starts the cutscene and leaves Nanna trapped in the room with whatever enemies are left, effectively screwing her over.
--
http://img149.imageshack.us/img149/2664/7b7aaa038007832d461b28c.jpg