I don't think I would kill a PC in his sleep. There's a certain productive tension between "play to make the world seem real" and "be a fan of the players' characters" (<= "lives not boring"). There's a certain balance of power in how hard a move you make and how much of an opening the PC left you. Ultimately, I think being a fan of the characters means to some extent that if you kill them, you have to kill them epically, in a way that doesn't violate the implicit bargain that they're the heroes of the story. They can die, but they should go out with a bang(or if it's a whimper, with an epically satisfying whimper).
But if the hardholder would, in fact, TRY to off the player in his sleep, then have him try. But have the assassin creeping into the room knock something over, so it's actually "announce future badness" -- the PC has to get the fuck out, or you make a hard move. Alternatively, have him drug the PC and schlepp him off to an undisclosed location to torture him -- separate them, take his stuff away, inflict harm. You can have him tied to a chair and beaten to the point of debility; if the PC's helpless, he can read the sitch, he can seduce /manipulate the torturer if he can find some future leverage, but he doesn't have the fictional positioning to use his badass Hard moves. If he sent henchmen pieces back to the warlord, maybe the warlord wants to remove some pieces of him.
Maybe it's been too public a challenge to the warlord for the warlord to just kill him in his sleep: maybe that looks weak, like people will talk, say the warlord was scared, had to off him quick. Maybe the warlord's angling for public torture to make a point. Or maybe someone ELSE, not the warlord, who knows the warlord wants him, captures him as a bargaining chip. Ties him up in the bunker, sends one of his fingers to the warlord: "want more? let's talk." Maybe his friends -- if he has any left -- need to mount a rescue op. If any of them are sufficiently weird and happen to open a brain, maybe have them talk through the world's psychic maelstrom, give him a chance to plead with them, to promise to make amends, maybe they'll go get him out of trouble, maybe they won't.
There are plenty of brutal moves that you can inflict on him, that make the world seem real and his behavior have consequences , that puncture his bubble of invulnerability, without permanently ending his agency.
In a way you're describing a problem the player is posing to the group; he's playing a character who makes the other characters hate him, which is great, but you also say he's making the other *players* hate his character, off-table. That may be a social-contract problem which needs an off-table solution; but if so, killing the character certainly doesn't solve the problem. And maybe you can solve the problem in the fiction, if you treat the fiction as an arena for exploring it. The game is asking you to be a fan of the character, -- it's asking you to be a fan of THIS character, the murderous, violence-addicted, heedless loose cannon. It's asking you to treat that character as if it's posing an important question, as if there's a story there to be told. The story probably isn't "he dies in his sleep, whew, now we don't have to deal with that asshole". But the story might well be "so what happens if shit finally catches up with him, big-time?"