The verb tense in the underlined part of the sentence must be compared with what is taking place now. As the sentence states we have realized that emissions of industrial chloroflorocarbons deplete the ozone layer (present perfect), we need the past perfect had appeared to indicate a time period prior to the present. Additionally, "immune from" means free of exempt from (eg. immune from prosecution), whereas "immune to" means not susceptible (eg. immune to chicken pox). In this case, the ozone layer was considered not susceptible to human influence. Thus, "immune to" is idiomatically correct.

E is too wordy. "appeared immune" is just fine on its own. Notice that we have "it appeared immune." The "it" here refers to the ozone. Thus, to say: "it appeared that it was immune" would be unnecessary.