indeed. Ignore first means your immunity does nothing because you already are not (otherwise) being affected by me. Ignore second means your unaffectableness is added to my unaffectableness, but you cannot add the other aspects of ignore (specifically, the "I win the battle" aspect) because my immunity does not allow you to target me.
In your scenario, you are interrupting, and then placing the immunity in before the ignore. Meaning you cannot be targeted by the "I win the battle" aspect of ignore.