Are Xenomorphs immune to diseases and viruses, at all stages of development, from the egg stage onwards?
No, they are not immune. Probably...
In the comic series "Aliens: Labyrinth", dr. Paul Church describes his experience when he was kidnapped by Xenomorphs. Instead of immediately cocooning him and turning into a host for a facehugger, Aliens were experimenting on him and his family i.e. they were trying to... make more humans (in a more squicky way that you can imagine).
Paul soon discovers that the Hive is dying from a disease - it has been infected by a sort of a mold and Xenomorphs are barely able to contain the spread:
He starts sabotaging Aliens efforts ultimately destroying the hive
However, dr Paul Church is a sociopath, so it is possible that this is all a lie.
Surely this falls under the "no one knows" banner? Untill such time as a plot for a movie or any other medium in the canon attempts to use a virus to combat the xenomorphs we will never really know
I would lean on the side of yes the extremely acidic blood of the creatures would lend them to being immune from all but the most specialized virus and or disease.