Please excuse me if this has already been addressed as I know there has been extensive discussion on this card but is Cat o' the Canals immune to opponents plot effects such as Valar Morghulis or Threat from the North?

Yes. As long as they are your opponent's plot cards Cat o' the Canals is immune to their effects. She will die if you reveal Valar Morghulis, though.

Thank you eloooooooi. I believe a weak initial setup and an early Valar will be in order the next time I have Cat and Northern Steel in hand early in the game.

I don't think she will die to your own Valar Morghulis. I checked the FAQ and the only thing I see about that is,

(3.17) Self-Immunity
A card with immunity is not immune to its
own abilities.

Valar Morghulis is not an effect or ability of Cat of the Canals.

But Cat says "Immune to opponent's card effects." Your own Valar is not an opponent's effect.

Except that she's immune to opponent's card effects, not yours.

Cat o' the Canals' text is "Immune to opponent's card effects." Thus, the immunity to an opponent's Valar but not your own.

Edit: Should've reloaded the page before I posted.

I should've re-read the card.

I didn't realize it specified opponent's. It definitely dies to your own Valar.

If she were immune to all card effects, it would be pretty pointless to let her take Weapon attachments.

It's been mentioned before, but perhaps worth mentioning again, that your opponent can drop a weapon attachment on her (Fishing Net, for example) but that the effect of that weapon (positive or negative) won't effect her. Effectively, though, it will block you from putting your own weapon attachment on her.

I saw that in another thread Shenanigans. I'll be sure to only play her against Greyjoy when I have a worthy weapon for her.