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.
In Gen 9 NatDex formats, Shedinja can hold an Air Balloon and Terastallize into an Electric type, giving it zero conventional weaknesses. This can still be worked around with hazards, weather, status, and other sources of damage such as Rocky Helmet, but Shedinja often makes itself even more unkillable with Substitute support from Shed Tail Cyclizar.