I found that during endgame, I keep getting single enemies that just sit outside of my walls, never move, and get pummeled with fire, piercing, physical and laser damage at high levels, but they don't take any damage and don't move. I can typically klill them with artillery, bit the existance of these enemies sounds like a bug - they should either attack or be killable eventually, otherwise they just drain energy and ammunition.

Some factions are immune to long-range damage. However, according to the idea, as well as in tests, an attempt to cause damage provokes an attack, after which the distance is reduced and the immunity ceases to work.
If this is not the case, then I need your save.