Let's say you have a Bronzong with Toxic and Gyro Ball. You Toxic a Kecleon. Then you Gyro Ball it. Would the poison go away since Steel types are immune to poison and Kecleon would become a Steel type?
No, it will still have the Poison status. If a Pokemon originally had a typing that Poison can affect, then turns into a Steel type, it will still have the Poison status.
Source: Experience.