I cast Fights No Sword Can Win (Limited Response: After you reveal an Intrigue Gambit plot card, kneel a character with an I icon to kneel all characters with a M icon. (Limit 1 Limited Response per round.) I have Jon Snow, Ghost, The Red Viper in play. Do they immune? Do not kneel them?

They would not kneel since they are completely imune to events, but you would have to kneel one of them (in this case Viper is the only one with "I" icon) as a cost for playing the event from your hand.

Thanks. Yes i know that cost.