My mental health specialist has told me she suspects i'm immune to anti depressants. is that even possible?

Sort of: Statistically, antidepressants are effective for a fraction of people who take them, whether it is for depression, anxiety or something else. However, some people metabolize some antidepressants faster, or have a poorer response. The usual strategy is keep trying, and also include therapy and consider options like transcranial magnetic stimulation if meds are not working as needed.