The game is buggy but not so
In my experience, all the spells of that category work fine, with the exception of Spell Shield, but there are many sources of possible confusion.
For example, Spell Trap can be removed only by a few spells (Ruby, Pierce Shield and Spellstrike IIRC).
Spell Immunity: Abjuration is taken down by spell removals like Pierce Magic even though they're abjuration spells, as you've noticed. This is intentional I believe, everything must have a weak point... it does protect you from the annoying dispel magic though, imprisonment, and something else, it remains a VERY powerful tool, imho.
Spell Shield is a source of confusion by itself, since it absorbs the first spell removal, but it's also buggy.
For instance, if you use it in combo with Spell Immunity in a certain order (first, or second, don't remember), then Spell Immunity becomes undispellable, even when Spell Shield has already fallen.
Other than that I don't know, maybe if you can give more details...