Including typing, abilities, moves, etc.
I'm assuming you want it to be legitimate. If this is the case, a Shedinja under the influence of the move Soak and holding the item Heavy-Duty Boots would be immune to every single entry hazard. It would also be immune to all types but Grass and Electric. It still wouldn't be immune to weather, however. Just watch out for Mold Breaker, that'll ruin everything.
Hope I helped!
I know 2 ways to make a Pokemon immune to every type of attack. Both require wonder guard.
pure electric or poison dark Pokemon that used magnet rise or is holding an air balloon
pure fire Pokemon that used burn up