I assume Ghan-Buri-Ghan's X willpower value is the threat of the active location, even if the active location is "Immune to player card effects", correct? You're not affecting the location, but are only reading a value from it, so I assume this is legit.
I'm playing "Journey to the Cross-roads" where the final active location ("The Cross-roads") has 9 threat and is immune, and I believe Ghan-Buri-Ghan will take it out.