So I just had a run where I was "basically" invincible as Athena. I only went 2 weapons but this was my setup:
-Aegis + Lightning Rod (was hoping for the Lightning Orb legendary)
-Attack Speed, Duration, Projectile Count, Movement Speed

I picked Movement Speed because I had the option to microwave Roller Skates so I got insane attack speed at the end. I managed to get several ice crystals and even Joe's Dagger. Very early on I also got a double XP boost through a Baldhead shrine so I leveled up extremely fast. I also got a few copies of Moldy Cheese because the idea was to permastun Steve and just build up tons of poison on him.

When I finally reached Steve, it seemed to work very well. He was frozen for like 2-3 minutes but eventually he broke free and seemed to become immune to stuns. He just kept pushing me around, and also made me fall out of bounds several times but as I said, I was practically immortal since I had about 2500% attack speed while moving around thanks to multiple Roller Skates. My Aegis just refreshed faster than he was able to eat through it. The only problem was, I didn't do any damage to him. I thought overtime the poison would build up and chunk away at him, but after several more minutes, he was still at 100% health. Apparently Joe's Dagger also doesn't work?
Then it got to a point, where Steve pushed me into the lava and I just couldn't get out... and the lava was what killed me. I wonder if eventually he would've started to take noticable damage with my setup.

So is Dexecutioner straight up required? Is it not possible to defeat him with normal weapons even if you have absurd damage?