This is simply a matter for your imagination and internal consistency within the game world.
Not every description of a creature with immunity needs to work the same, descriptively.
Fore the record, I see nothign wrong with, after a round or two of melee strikes, which the players clearly know should have been successful, you just flat out say, "Yeah. Doesn't look like you've made a scratch. Doesn't seem wounded at all." That is something, clearly, in front of their eyes, in combat, the characters would be able to notice.
For your example of the jackalwere, I'd say just that. Let them make their attacks. "Your weapons simply don't seem to pierce the hide. It odesn't seem to have been damaged at all." If you want to make it "weapons bouncing off," then do that. Or, "the creature's fur seems/feels like iron when you hit it and it's not taking any damage." If you want to go "supers" descriptive, have one clearly powerful blow (say someone rolled an 18 or something, so the whole table is, like, 'YAY!" and waiting for the damage) have the jackalwere catch the blade in its hand/grip to stop the attack. Look down upon the character and sneer/snarl.
That oughta get the message across.
But for things, like, immune to cold or whatever, just say something like, "<the monster immune to cold> is slammed by your Cone of Cold. The magical blast of ice, snow and wind howls out and slams into the monster with the crashing sound of a thousand panes of glass breaking at once. The creature's movement is unaltered. When the spell blast is finished, it continues its uninterrupted approach unphased [and undamaged]."
Maybe if you want to make things seem MORE powerful than they are, like, say for a dragon...have it be a "forcefield." Why not? "The great red wyrm casually raises a clawed hand. Your fireball bounces, harmlessly off of some unseen barrier and bursts into effect upon the cavern ceiling." What happened?! The characters have no way of knowing. A few more fire attacks might [should probably] tell them "fire" is not going to be any help to them in this situation. But maybe not. All they or the players need to know is the fire attack did no damage, i.e. in meta-game terms, it is immune.
Bottom line, the descriptions of things can be as simple, "It's undamaged," or elaborate (see above) as you feel in the moment.