Alucard's body wasn't real.
It existed only in his imagination. Its materialization was an active decision. In his natural, relaxed state, he disappeared into a state of pure nothingness. If a bullet plunged into his body, it was because he wanted it to.
It was that way with all his interactions with the physical world.
If he felt pleasure, or discomfort, it was only because he wanted to.
As a vampire, he had no instinctual carnal impulses. He could not be flustered by a pretty face. He did not experience embarrassing erections at inconvenient times. And he was not forcefully overcome by sexual frustration and he was not compelled to satisfy unwanted urges.
He allowed himself to be overcome. He satisfied his own curiosity.
--
It started with Abraham Van Helsing, who had no patience for bullshit.
He was a single-minded, aggressive man. Once he had defeated Dracula, the monster couldn't help but cower before him. When it became apparent that he wasn't going to be immediately destroyed, and later when he realized he wasn't going to be disposed of at all, he was compelled to obey every command—sometimes out of fear, other times out of a developing, twisted allegiance to the human who'd proven to be stronger than him.
The vampire had not yet pledged his unconditional loyalty to the Hellsing family. There was no Hellsing family, only Abraham. But eventually, a more official and concrete loyalty became necessary, as Van Helsing's commands became more hostile and bizarre, and the vampire began to resist.
The resistance started with the experiments.
"Put this Eucharist in your mouth."
The vampire stared at Van Helsing's out stretched hand, at the thin, white communion wafer. He didn't have to ask "Why?" It didn't matter why. Van Helsing was not to be questioned. Or defied. Certainly, the educated metaphysician understood the nature of his own request. And as a vampire, Dracula knew very well the painful consequences of obeying such a command. And if Van Helsing anticipated the vampire's protest, certainly he already had an explanation to justify such a miserable request, and whatever objection Dracula might raise would not dissuade the determined man.
That is why, in the dark depths of the forgotten dungeon, the unrestrained Dracula unquestioningly opened his mouth and waited for Van Helsing to insert the offensive little pastry into his mouth.
"Good boy," Van Helsing praised dropping the Eucharist into the vampire's waiting mouth.
It burned on contact. The vampire's eyes welled up with tears, as his sinuses were filled with the rotting stench of his burning corpse-flesh. He gagged.
"Close your mouth," Van Helsing instructed.
Dracula gagged and begged with his eyes to be allowed to spit the horrible thing out.
"Do not delay, or it will burn through your cheeks and fall to the floor, and this experiment will become more difficult. And we will have to start again from the beginning."
Whimpering, the vampire closed his mouth, screwing his eyes shut closed. He shook violently as the burning consumed his mouth and face.
"Swallow it, quickly."
"It will kill me," Dracula sobbed, his jaw clenched, his cheeks erupting in a scalding flush.
"It will not. Obey me, and swallow the Eucharist."
--
Alucard was invulnerable to all pain.
Sitting alone in the dark, he took up the Eucharist and calmly placed it in his mouth and savored the sensations it brought him. He squirmed in delight at the familiar burning.