An immunity zone is not invulnerability

How do a warship's immunity zones work?

They are range bands where both direct and plunging fire are less effective against the armour scheme, not zones in which a ship cannot be damaged.

At shorter ranges, flatter trajectories favour direct-fire penetration. At longer ranges, plunging shells threaten deck armour. The interval between those dangers offers a relative reduction in vulnerability, never immunity from damage. Such range bands are tactical advantages rather than guarantees.