What are they immune to?

Stun?? what else?

Beldorn

There may be something else in RtL, but in vanilla, I believe the only automatic immunities that named monsters get are to stun and divine retribution (wizardry skill). The quest text may give other special abilities to named monsters, of course.

Stun's it... unless they're large enough to be immune to Knockback.

But, don't forget that they CAN open and closed Runelocked door in revealed parts of the dungeon.