Yes, well, Physical Immunity could always have done with being worded a bit better. For what it's worth, I prefer to play both the cross and the bullwhip as doing nothing if hands aren't devoted to them, though I'm pretty sure a FAQ answer has ruled the other way.
Do the people thinking shotgun works on Physical Immunes (which, to be fair, by the rules as written, it does) also think you need to devote two hands to it to get the double-6s ability?
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? It packs a measly "Magical Resistance", which is to say, pretty much nothing (you still have Magical and Physical options available). HoT at least has Phys. Immunity. All the HH tends to do is slow you down for 1 turn when you kill it.