I don't own Norog
However, I do know other people have used him to confirm whether or not he was working.
Norog is working as intended.
What I think is happening is your getting confused.
Norog Passive Skill "Thick Skin" has 2 different functions
1st part of Norog Passive Skill = Immune to Stun, Freeze, and Sleep Debuff.
2nd part of Norog Passive Skill = Decrease the damage taken by all allies by 15%.
The 2nd part of Norog Passive skill is a Continuous Effect which doesn't pop up at all.
It is just continuously happening in a fight.
The 1st part of Norog Passive skill is what you are seeing pop up from time to time.
It is because the enemy is trying to Stun, Freeze, or Sleep him.
Norog passive prevents those debuffs from landing.
Thus, The Passive Pop's up in battle as a visual que.
This visual que helps you see why your Norog didn't get stun, froze, or sleep.
This visual que also helps players who attack your Norog.
Assuming you have your Norog in your Arena Defense.
Here is a video which was taken by a youtube content creator by the name of Hellhades.
He did a lot of different testing to answer some questions which people have wondered about!
https://www.youtube.com/watch?v=u5eG4mnihQY