Pagliano was granted full immunity -- in return for his testimony -- in the criminal proceeding being investigated by the FBI.
This is a separate civil case, brought by Judicial Watch. His immunity does not extend to this proceeding.
I believe his immunity did extend to part of his required testimony in this case. I though the judge ordered him to answer certain questions. My guess is that it came down to the scope of the Fed immunity deal as to which ones he answered and which ones he pled the Fifth.