This is a bug that's been annoying me a lot lately, no more so when then when I reached Crimson Fastness.
I'll shoot at enemies, but they will take no damage whatsoever from my weapon.
But apparently, the Scorpio turret and the Transfusion Grenades will take them out just fine.
But you can't use those all the time to win every fight!
Basically, I get into a firefight with enemies I can't kill, how well do you think that goes?
When I came across the 2nd immortal group in Crimson Fastness, I gave up and restarted, only to find out the ones I had been able to kill respawned and I have to clean out the entire map again!