The monster's body and its nature

We have seen the monster assuming several forms throughout the story. He appeared in the form of Yemi to Eko, in the form of Alex to Ben, in the form of a spider (if I am right) to Nikki, in the form of (if I am right) Isabella to Ricardo, in the form of the "man in black" in the flashbacks, in the form of (if I am right) Christian Shepherd to Locke, and, most of all, in the "classical" black smoke form and, in the "judgment" sessions, as a variation of the black smoke with flashes and images. In none of this occasions he was touched. Only as the "original" man in black and as Locke he was seen handling objects. And in the black smoke form he is able to grab and throw things, but apparently not to handle them in a controlled manner. Now, in his "Locke 2.0 turbo" form, we have seen two occasions in which people tried to kill him. First was Bram's group inside the statue, then was Said with the dagger. In the first case, the bullets apparently did him no harm, and were distorted as having hit a steel wall. In the case of the dagger, Said was able to push it into his chest. We see clearly that it was stabbed into his body, and that he then took it of. So the following question comes to my mind: what is the nature of his body? In the earlier appearances (except for the black smoke appearances) it seems to be some kind of ectoplasm which can be molded to any desired form, but that is not actually solid matter. In Locke's form, in the statue, it seems to be some kind of steel-made "superman" body, but with Said it seems to be some kind of "bloodless flesh" as it was easily penetrated but didn't have a single drop of blood. I am just wondering about its nature and, also, the fact that, in the form of Locke, he behaves just like any normal living creature (he gets tired, he sweats, he needs water and so on).