Have you fought the opponent team with Natalia or Vincent? Did you know once you were hit by their skills, Immunity will be DISABLE for 10 SECONDS so any hunter switching even if not them, the counting still applies until it expires. That's the only time your Yuri's Immune will work again.
Note in order for their skill NOT to work, you must already been Immuned. Thus, Natalia and Vincent or bombers can't hurt you if they used skill after your immunity activated.
On the other hand, only Windblade and Harley can bypass immunity.
I haven't encounter that part in fight club where several immune mechanics don't work.
At Mirage I didn't encounter that problem. If I'm immuned, opponent bombers can't hurt my Yuri or any hunters that used 4th skill by Akasha. Haha a very long feedback. Well at least some knowledge refreshments.. Mirage works normal on me yesterday but I'll try on the next day cause I'm skill animation off.