Okay, um, I just woke up not so long ago so I'm not quite ready to give big explanations for bio stuff, but, um...

Dolls do not follow quite the same rules as things from our world do. The same holds true for Puppeteers and, while they're possessed, Marionettes(keep in mind that Marionettes gain Doll-like traits and therefore Puppeteers need to be aware of this and avoid situations where this would be blatant). They are also extraordinarily powerful. A combination of these traits means that mundane weaponry has no effect, simply bouncing off of them or even breaking. They also regenerate, but it varies from Doll to Doll and lethal damage is still lethal. You could, however, use something that hits especially hard to knock a Doll over or something like that. And as explained, Doll Hunter nails hurt Dolls, as do other Dolls, Marionettes, and Puppeteers.

Dolls are from another world, one I could best explain as something like... Asgard. Not in that it's where dead people go or anything, but as in it's a another world sort of alongside the human world. Also they're not gods or anything but yeah. Puppeteers also come from this place, and I'll leave it at that to avoid spoilers.