Redirecting the attack is not allowed.

Actually....hidan technically isn't redirecting the attack. He still takes the damage due to his techniques and loyalty to his god jashin. But the damage he has taken is technically null since his devotion makes him immortal. It's literally spelled out in the series proper.

Um, what does that mean. He takes it but doesn't take it?

He does a ritual linking him to another individual then stands in a circle as part of the ritual. While in the circle, whenever he's wounded, he takes the damage but the person he's linked to takes the same damage. Eg. He's linked to you, impales himself in the chest with a sword. You suddenly have the same wound as him. But he lives because he's immortal. 2 things though. While he's been shown to survive decapitations, his body can't move while he's decapitated. Moreover, absolute incineration was never tested on him. So it's uncertain if he could recover from that. His religious immortality given to his lord, Jashin, is never fully explained. 2nd, his power to bind another to himself requires the blood of his target, so it only works on people and maybe animals. While his immortality still functions regardless and may allow him to survive in some form from a Deathstar blast, he wouldn't be able to take it with him. Though he could take a person on it if he got their blood (maybe multiples, it was never stated his binding power worked only one 1 person, but he never tried to use it on multiple people).