User blog comment:NaiflidG/Relating to Alastair in "On the Head of a Pin" and "Caged Heat"/@comment-212.3.18.48-20141113113050/@comment-98.198.242.1-20141115200959

If you watch the scene where Alastair escapes the devils trap, you'll see that Dean was just about to try to kill Alastair with the demon killing knife. Dean says something like,"Even if the apocalypse is brought, you won't be around to see it" and he had the knife in his hand. Of course when he turned around Alastair was free and proceeded to beat the crap out of Dean. But its interesting that Dean thought he could kill Alastair with the knife even after knowing that the knife had not killed Alastair the two previous times he had been stabbed by it.

What I'm trying to say is that Dean is not stupid, and he would have known that Alastair had not been stabbed in an utterly vital area, such as the heart or brain. He had been stabbed in the upper chest by Sam and in the spleen by Dean, both of which are survivable wounds. A stab to the heart is not survivable for anyone. And  Dean  thought he could Kill Alastair with the knife. So he must have thought that going for an utterly vital place would have worked.

I think that Alastair surviving being stabbed in the torso and abdomen definitely shows that he was resistant to it. Any lesser demon would have probably died from those stab wounds. But at the same time, it was implied he wasn't completely immune to being killed by it. Both by Dean and Alastair, and as you said the Essential Supernatural as well. Of course they could all be wrong since it was never put to the test, so we'll never know. As for why Azazel died by being shot by the colt in the same spot that Alastair was stabbed, its because Azazel had no resistance to the colt, which stands in contrast to Alastair having resistance to the knife. Also worth considering is that the colt has more supernatural killing power than the knife, so hitting an utterly vital area like the heart or head might not be necessary against beings with no resistance to the colt at all, combined with the fact that its quite possible Azazel was a lesser demon than Alastair because white eyes>yellow eyes.

Also as to why Abaddon was more affected by the knife than Alastair, I think it was because Dean stabbed her in the heart with it unlike Alastair, which is why they surmised she could not be killed by it.

As to whether Lilith could be killed by the knife, I don't think it follows that because Alastair maybe  could be killed by it, then so could Lilith. After all she was a lot more powerful, seeing as Sam could barely blow her hair around with the power he had used to kill Alastair. So she might have been immune to it, though she was still cautious around it just to play it safe. And if older=more powerful, then Lilith being older than the knights would imply she was also more powerful and thus by consequence immune to whatever they are immune to. And if Alastair was older than Abaddon then perhaps he was also immune to the killing effects of the knife. Though its unknown who was older between Alastair and the knights.