Hello,
Without screenshots or a video of the battle it's hard to say exactly what happened. There are multiple ways that immune ninjas can be inflicted with debuffs. For example, both Scarlet Blaze and Nagato can inflict Suppression of Immunity to Debuffs, so it's entirely possible that you were simply afflicted with this debuff.

If this happens again, please take screenshots of the relevant teams, and, most importantly, get the server number and name of the offending player.

As for (5), your Kushina was afflicted with Scarlet Blaze's Low Float to Repulse chase, Fire Style - Celestial Prison, which causes the imprison debuff, which was put on her thanks to Nagato's standard attack, which causes suppression of immunity to debuffs when he is skillbroken. Triggering her mystery triggered the Imprison debuff, which is what caused the damage.

For the most part, it just sounds like you had a run of bad luck against a strong team that is a pretty hard counter to yours. But, again, if you run up against this team again, take screenshots of it and get the name and server name of the account.
Thanks!