How would that even work, thematically speaking?
Unmovable usually means a creature too heavy to push, or it grips the ground really hard so you can't push it. If it has flying it can't hold onto the ground to resist pushing, but it would have to hold onto something. If it was gripping space itself, it would be impossible to teleport, but I'm not sure if pushing it would warp space or if the push effect would rebound on the caster, or if it would be straight up unmovable or what.
Of course, it could be some sort of powerful incorporeal creature that is holding onto the air itself and keeping it in one place to give it shape and not fly all over the place. This would mean that you cannot push a ghost, and it would be a good explanation for why passing through a ghost makes one feel cold. Because they are literally containing air within a thin barrier of magic, which pressures the air, making it cooler and denser than normal air. And maybe they're also holding onto it through sheer force of will...or something.
That would make ghostly creatures unmovable.
Or maybe a sky tower or sky castle that floats around and can "park" itself in one particular location in the air.
Hmm...