no gems of advise, sorry! Just sympathising with you, as I think we all have some ancestors of this sort - you trace their life so far and then they'disappear' but dont seem to die!
I tend to accumulate a list of them, known as the 'death' list. Every now and again (I'm talking maybe every 2 or 3 years) I go to the FRC in London and plough through the index books and jot down any 'possibles' for their deaths. If I have no more info to help narrow them down then they go back on the back burner till some new info comes to light.
Just keep in mind that there is 100% certainty that they did die sometime. There is always the possibility that they went abroad, or changed their name
If you keep researching other members of the family - looking at anything and everything, no stone unturned, you may get clues. E.g a siblings will may mention them (therefore they were alive at the time it was written) or it may mention their children 'son of my deceased brother' or something like that, so you know they were dead then.
Have you looked for marriages for them? And children? do you know their occupations - are they likely to be in trade directories?
Keep exploring every avenue, you may get to the release of the 1911 census having found nothing more, but the fun is in the looking!
