A shipping sad is when you become so invested in shipping two fictional characters that never get together that you become sad about it. Especially in cases where one of the people in the ship gets with someone else, creating a notp
A: I'm in a shipping sad over the TV show Merlin.
B: Why?
A: Because Arthur and Merlin are supposed to be together but Arthur gets with Gwen.
Shipping is the act of one wanting/supporting two individuals involved in a romantic relationship. Shipping immunity is something people have if they're already in a relationship, it grants them the power of (you guessed it) being immune to being shipped.
Z: can we ship Diavolo and Y?
A: no, Diavolo has shippingimmunity, he already has someone