"immensely missing" is not correct or usable in written English.
However, you could use the phrase "immensely missed". For example: His presence was immensely missed at the gathering.
Immensely missed by his children Jan, Katinka, grandson Julian, son-in-law Johnnathan and cousin Delia.
I immensely miss the beautiful, wild sceneries that I explored when I was younger.
The family of Logan, who was 52, said he would be "immensely missed".
He will be immensely missed by his three loving children, Joan, Jim and Nancy, and their three spouses, Frank, Lisa and Dan, and by his six adoring grandchildren, Jonathan and his wife Elizabeth, Jennifer, Jamie, Michael, Ryan and David, whom he loved and with whom he shared his life interests.
According to Agyeman, the latter – as well as the failure of grassroots Pan-Africanism in the labour and political spheres – contributed immensely to missed opportunities to empower the majority of Africans to overcome, through a strong political union, the continent's underdevelopment and lack of dignity.
Nevertheless, it remains immensely difficult for missing people to get back in touch with family and friends.
They have been out of our lives for too long, winning hearts around the world and recording their new album (fiiinnalllllyyy!) and everybody has been missing them immensely.
So often times, you meet people who aren't in your city, don't live anywhere near you, or maybe aren't even in your country, and you end up missing them immensely after you create these close bonds.
Alan Rickman was and remains deeply loved and appreciated by all of Rachel's family and will be missed immensely.
Jack will be missed immensely by his wife, Ginger Curwen; daughter, Jen, her partner, Matt, and their son, Oscar Gingerr's family; and a group of very dear friends.
