I remember Marius telling Lestat that there were other immortals which were not vampires (Possibly in The Vampire Lestat). That he had seen them on a few occasions over the course of a century or more. Were these other immortals ever identified?
The only one she has written about is Ramses the Damned. In that book several others were made with the elixir of life, but as Ramses was sleeping throughout Marius' life, and the immortals made in Ramses the Damned were not alive yet it is assumed he has made other immortals throughout the years that have not been written about. As Marius said, at least one is female.
I never finished the more recent books, but I don't think they were ever directly identified; I believe it was Anne Rice's way of setting up a possible cross-over to some of her other books, like Servant of the Bones and Ramses the Damned. (Much as she brought in the Mayfair Witches in some of the later Vampire books.)
It has been rumored that Anne Rice did this intentionally in order to set the stage for other books like for the new Werewolf book that is about to come out. However, there is no evidence that this rumor is true.
The more likely explanation, is that when Marius said "other immortals", it was in the context which was regarding "other vampires".
"He spends his time as a vampire, observing, roaming and studying, never evoking danger from other immortals. Having grown up around the rich influences of sculptors, painters and poets, Vittorio still spends most of his nights roaming the city streets of Florence. After a little minor background history and a quote from Sheridan Le Fanu, his story begins."
"Right now I must explain that before this adventure commenced, I was also grieving for the other immortals I had known and loved, because they had long ago scattered from our last late-twentieth century gathering place. Folly to think we wanted to create a coven again. They had one by one disappeared into time and the world, which was inevitable."
As you see, the context in these quotes is regarding other vampires.
It is this dynamic, multifaceted language that makes Anne Rice's writings so interesting, fascinating, and transfixing.