Sankhacuda was killed by the Lord during His pastimes at Horika in the month of Phalguna, and the same ceremony is still observed in India by the burning of the effigy of Sankhacuda one day prior to the Lord's pastimes at Horika, generally known as Holi
SB Canto 2
When the Lord was engaged in His pastimes of the rāsa dance in the forest of Vṛndāvana, enlivening the sexual desires of the wives of the inhabitants of Vṛndāvana by sweet and melodious songs, a demon of the name Śaṅkhacūḍa, a rich follower of the treasurer of heaven (Kuvera), kidnapped the damsels, and the Lord severed his head from his trunk.
We should carefully note that the statements described herein are the statements of Brahmājī to Nārada, and he was speaking to Nārada of events that would happen in the future, during the advent of Lord Kṛṣṇa. The pastimes of the Lord are known to the experts who are able to see past, present and future, and Brahmājī, being one of them, foretold what would happen in the future. The killing of Śaṅkhacūḍa by the Lord is a more recent incident, after the rāsa-līlā, and not exactly a simultaneous affair. In the previous verses we have seen also that the Lord's engagement in the affairs of the forest fire was described along with His pastimes of punishing the Kāliya snake, and similarly the pastimes of the rāsa dance and the killing of Śaṅkhacūḍa are also described herein. The adjustment is that all these incidents would take place in the future, after the time when it was being foretold by Brahmājī to Nārada. The demon Śaṅkhacūḍa was killed by the Lord during His pastimes at Horikā in the month of Phālguna, and the same ceremony is still observed in India by the burning of the effigy of Śaṅkhacūḍa one day prior to the Lord's pastimes at Horikā, generally known as Holi.
Generally the future appearance and the activities of the Lord or His incarnations are foretold in the scriptures, and thus the pseudoincarnations are unable to cheat persons who are in knowledge of the events as they are described in the authoritative scriptures.