When controlling a character, self-targeted do not apply properly, but they do work when used by the AIs. Maybe it's because we should specifically focus ourself, otherwise it has no explicit target ? But we just don't have a way to self focus (not that I know of at least).
First video shows the AI using a spell that is supposed to stun and protect itself. It gets stunned properly, and is fully imuned, as expected.
Second video shows me trying to use this spell. You can see I can move freely.