According to the OP, Immunity should be given to the pokemon you think is most likely to win the particular challenge, in which case I vote Dialga. The steel-typing gives it an edge over Palkia, who has literally no common sets that will be able to bypass the time lord. ScarfDialga wins against every Palkia set 90% of the time thanks to Draco Meteor, including opposing ScarfPalkia thanks to its natural bulk.
None of the other candidates have nearly as good a success rate.
I second a vote for Dialga
as Scarf seems nearly impossible to beat, but I think Giratina might be the best runner up.
It sounds stupid until you realize Giratina-a can use Haban Berry. Yeah Draco Meteor doesn't OHKO the bulkiest of variants but Shadow Sneak can pick up the KO, if its doing something weird like running maximum Special Defense and HP then you can literally fully invest in your attacking stats and pummel it with Outrage.
What's funny though is this set was viable last gen when "leads" existed X_X.
As for the immunity issue, I thought you guys just extended it so that it couldn't be taken down the round after.
Also I'm not sure if someone else posted this but Zekrom does get a fire-type move, HP Fire.