In Terminator: Dark Fate, we see that one of the T-800 sent back in time killed John Connor in 1998. With this retcon, in the original unaltered timeline Skynet managed to send over 3 terminators back in time before being defeated. But since the past cannot be changed, none of those terminators succeeded in killing John in the original unaltered timeline. But one of them does in Terminator: Dark Fate. How?
Your assumption that the past cannot be changed is wrong. Only T1 alone can be interpreted as a closed time loop. All subsequent Terminator movies demonstrate that the past can be changed, even if it's just in an alternative timeline.
Let's take T2 as an example, because many will say that T3-5 is not canon for them. The initial (or you may say alternate) T2 ending with old Sarah would be the easiest example that the past was changed and the Judgment Day didn't happen in 1997. But let's disregard even that ending and only take the original theatrical version.
This is the dialog Sarah and the T-800 have about the Judgment Day in T2
Sarah: I need to know how Skynet gets built. Who's responsible?
T-800: The man most directly responsible is Miles Bennett Dyson.
Sarah: Who is that?
T-800: He's the director of special projects at Cyberdyne Systems Corporation.
Sarah: Why him?
T-800: In a few months, he creates a revolutionary type of microprocessor.
But as we know, Miles Dyson dies shortly after it. That's a clear evidence that the past from the timeline where the T-800 came from was altered during the events of T2.