The product of centuries of slow, careful, painstaking work, a testament to the Old Ways and the power of Thaumaturgy, the Cathedral of Light is known of across the whole of Kuramen.
Rather than making a baddy impossible to hit, consider giving it mega-hit points.
Super hard to hit leads to great player frustration. Allowing them to do damage leads to a sense of accomplishment. another variation of this would be to give the bad guy a forcefield that shows damage.You could also give them a mastermind ability that sluffs the damage of to minions who should be easy to kill.Once in a while a super high to hit encounter is ok ,but it should be few and far between.
Your mileage may vary