I am not very familiar with the stories or movies. But they depict a secret society of magic users hidden from ordinary people or "muggles". Unless you think that it is possible the world of Harry Potter is our world with wizards hidden from us every well, you will think of it as a parallel or alternate universe.
Thus it is possible while suspending disbelief in the Harry Potter stories to imagine that they are in a parallel universe where magic works. But since real world "muggle" science and technology seem to work pretty much the same in Harry Potter as in our world, perhaps magic would work in our world if someone had discovered how to work magic.
So maybe the world of Harry Potter is an alternate universe where people with wizard genes discovered how to work magic thousands of years ago, while in our alternate universe people with wizard genes died out many thousands of years ago and nobody can perform magic.
And if there are two alternate universes very probably every time something can happen or not happen a new alternate universe splits off. Thus gazillions of alternate universe might diverge every second. So for every alternate universe in which the stories began with one set of events, there would be millions and billions of resulting alternate universes, each one with an ending vastly or slightly different from every other one and from the canonical one.
Thus I suppose that Voldemort killed Harry in many alternate universes, and other people may have murdered Harry in some universes, and Harry may have died in accidents in some universes (which his friends would wrongly suspect were caused by Voldemort) and Harry may have died of various diseases in some universes, just as those kinds of fates may have happened to Voldemort in some alternate universes.
If the world of Harry Potter is not an alternate universe to ours, but some kind of parallel universe with different laws, it might possibly - repeat POSSIBLY - be that alternate universes branching off every second would also be part of the natural laws of that magical fantasy universe. After all, the many worlds interpretation of quantum mechanics has not been proven false in our universe yet, and so it might be true in the world of Harry Potter where "muggle" science and technology seem to work the same as in our universe.
Only J.K. Rowling, the "creator god" of the Harry Potter universe, can say if alternate universes exist in Harry Potter.
But what seems certain to me is that if at the end of along and epic story of deadly conflict, the readers or audience is told that the hero was never inany danger because he was secretly protected by an unbeatable magic spell against dying, the readers or audience will be very annoyed with the author for the unnecessary suspense she created. Thus I highly doubt that J.K. Rowling did that at the end of the Harry Potter series and made the fans feel that they had been cheated and tricked into feeling suspense about Harry' fate.
Thus there should be a way, possibly very difficult, for Voldemort to break the protective spells and kill Harry, and the necessary information should be in the books for observant readers to put it together and figure out how Voldemort might have killed Harry and to show that Voldemort was trying to break any protective spells or curses that protected Harry.
how did he think he could kill Harry?- I do believe that was the entire point of what he did at the end of Goblet of Fire...