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You must be immune to all colors to be immune to a multicolor character. Even though you are immune to one color, the multicolor character still has other colors you must target for immunity to work.
What? Since when can we only target part of a card's relevant attributes?
Here's how I see it: When any card has two brigades, it is treated as if it has both. For example, you can discard Lurking from your hand for King Zimri's ability, because it is a crimson enhancement, just like it is a black, orange, pale green, brown, gray, and gold enhancement. Likewise, Antiochus is both a fully black character and a fully gray character. He isn't a half-gray or half-black character, he is a fully gray character, just as he is a fully black character, meaning he can and must be targetable as both. Compared to Garrison, who is a fully black character, Antiochus is both the same brigade and a different brigade, because he is both black and gray. Both. At the same time. Thus, if a card targeted either two characters of the same brigade or two characters of different brigades, the latter of which is the case with Zeal, that card could target both Garrison and Antiochus.
1 Paul * 1 Holy Grail = 8 Characters!