There are ways to do what you want, though none are perfect.
This is the mathematically simple solution: if a boss has a robustness that is 4 to 6 points above the norm, many attempts will be required to get a hit that is able to turn it off. By giving them lots of things to do at the same time, you can "engage" a whole team with attacks / effects / secondary thingies. Thus, a dragon is represented in the principles.
However, this is in my experience and opinion Bad Option because it only increases the incredible swinginess of Savage Worlds fight. No matter how robust, there is a non-zero chance that the fight is over in the first round, and conversely, there is a non-zero chance that it will last forever, or at least longer than the characters can take.
Since the boss's wound is essentially random, players do not feel very busy during the fight. Their decisions will not matter much, everything is just waiting for the threefold explosion of damage cubes and hopes the BBEB will not get them first.
Similarly, multiple actions from one source are more sweeping than the same number of actions from multiple sources. If the boss is shaken, all actions are lost at once. And especially with multiple melee attacks, there is a serious focus fire problem in which a guy is hit by everything and dies instantly. Or vice versa, if your players wisely stay within range, suddenly all of these nifty multi-options are useless.
Some of the sample monsters in the Bestiary use this approach because they can only be damaged / wounded by certain specific things. For example, A vampire can only be shaken by a result that is not sunlight, sacred or a stake through the heart. This obviously makes the monster invincible until the weakness is found and exploited.
This is a bit better than just a high tenacity, but also one Bad Option in my opinion. This has two reasons:
Most players and GMs let their controlled characters fight until one side is dead. However, if a monster can not be defeated in the normal way, a combat encounter with this monster is a matter of course: Total Party Kill. As GM, you need to reconsider the struggle to reach end-states other than death, and to really make sure your players realize they have the opportunity to break away. That is not easy.
This kind of approach is groundbreaking by nature: what the players do is meaningless until they find and exploit the weakness. Especially if the scenario that states that the weakness is poorly planned is no fun for the players.
Each GM wildcard has 2 Bennies per session, and in addition, the GM has 1 Bennie per player at the table, which can be used at any time, also for extras.
Bennies is mainly used for soaking wounds. This means that more than the Wound track equals the number of Bennies in the HP number of other games. As soon as a boss is unable to soak, it is usually over quickly, as the punishments of wounds make everything harder and easier, or the opponents.
So, if you save the generic pool Bennies for the final confrontation, the boss gets proportionally harder. With four players he changes from 2 times to 6 times, so the fight also takes 3 times longer (on average).
Savage Worlds is a narrative system insofar as it provides only mechanics and then leaves the interpretation of this mechanics in the hands of the GM. What does it look like to be shaken? What real action, if any, is represented by a Soak cube (or Bennie spending in general)? This can be used to make an enemy look more dangerous than the crude statistics block suggests, simply by giving an unusual narrative explanation for the character's soak / recovery rolls.
For example, one of the most memorable fights in my recent campaign was against a man with a rather average combat stats. If the main fighter of the group had been there, it would have been over quickly, since basically the only thing out of the ordinary was that the enemy ignored all wound modifiers.
However, the players involved really got desperate during the fight because I basically called this guy the inexorable man. When the rogue opened the fight by a so-called sword attack on the head, I described the successful Soak litter as (despite the usual, the wound was low despite the initial appearance), that he continued to function despite a gaping head wound and without remaining eyes see with you. Later, he soaked a wound that the ranger had placed on an Inpromtu mount and impaled with a lance. The description was that the man took the lance and pulled it out, pushing the rider and climbing backwards across the floor. None of this had mechanical implications, but it made the fight extremely memorable and impressive.
Since it is not easy to make a combat encounter meaningful but difficult in wild worlds, a better The option is not to rely on the fight, which also fits better with the genre that Savage Worlds tries to emulate. What makes Toht and Belloq so problematic is that they can beat Indiana Jones in a fistfight. They have a resource advantage through their support from the Nazis and a greater willingness to take amoral action.
Instead of trying to shoe a boss fight, players need to be relaxed there and create secondary conditions that make it difficult or undesirable to attack or kill the villain. This can be as simple as having no direct contact with the heroes until the last act. A villain can be intimidating and difficult to overcome without being a personal danger.
For example, in my current campaign, my group is currently facing a magician whom she has previously easily defeated. This time, they are much more careful, not because their opponents have better statistics, but because the environment is different: the last time it was an isolated encounter in a place that did not mind much. This time around, he is the head of a cult who has infiltrated local law enforcement agencies and lives in a place where entanglement of heroes with the law might lead to the outbreak of civil war. Even if they met this magician on the street, they could not handle him as easily as the last time.
Of course, the question itself can not really be answered, but the best option is simply to accept that Savage Worlds does not stand up to single fights and duels. The system is designed for larger battles with multiple participants on both sides.
So instead of trying to make this Big Beefy boss work, it's like this best instead, to provide a variety of opponents with different abilities working together to challenge the team. This also prevents the boss's counterattack from dropping by a lucky fourfold explosion with a single hit.
This is true both out of combat and in combat. By letting go of the idea of a key key badge, your scenario's narrative breadth and responsiveness to the player's actions are dramatically increased. I will refer to Justin Alexander's beautiful article "The Principles of RPG Villainy" to investigate the issue a bit longer.
And because it should be mentioned because it comes from an official source:
In the booklet "Daring Tales of Adventure", the authors introduce a special rule to be used for a more similar pulp flow. Circumscribed because I only have the German translation:
A GM Wildcard can spend a benny to escape anytime in combat, increasing its speed limit and ignoring any obstacles or occasional attacks that prevent it from taking that flight. They automatically pass all the tests they need to perform and can take those actions, even if they are not their turn in the fight.
This allows specifically recurring villains and prevents them from prematurely dying. But I would call it one too Bad Option, because the idea of a boss who dies prematurely and then simply invents a rule to prevent that, are both symptoms of rail transport.