That's a clever use of the card, kyrie. Nice job!

Rider of the Mark can "lock down" Smaug the Magnificent in the Hobbit quest "Lonely Mountain" if you are playing with two players. Pass the Rider of the Mark from the second to the first player when you engage the dragon to discard his shadow card and thus prevent the dragon from making additional attacks

Won´t Smaug´s "immune to player card effects"-clause kick in for his shadow card?

Nope.

Since Rider of the Mark targets his shadow cards, and not Smaug himself, it's legal.

Also an official answer from Caleb :

Q: Can Dunedain Watcher cancel a shadow effect from an immune-to-player-card-effect enemy? It seems by the wording that Dawn Take you All should not work, can you confirm it?

A: Shadow cards are also separate from the enemies that they are dealt to. So a player may use Dawn Take You All to discard a shadow card from an enemy that is immune to player card effects.