From the REG:
A stalemate results when an ignore card is played after and against an immunity card (e.g., Mary plays Compassion of Jeremiah when blocked by Red Dragon. However, if the ignore card is played before the immunity card, the ignore will win. In other words, a character can’t become immune to a character that is already ignoring that character. Conversely, a character that is already immune continues to be immune even if ignored. Therefore, the result is a stalemate.