Scorpions are immune to their venom only in terms of digestion. From what I understand, if a scorpion is stung by another scorpion if the same sp. it can die from the venom, though it will must likely die first from the sting's puncture wounds first.
I was asking that because the other day I went to another pets store to see what they have and I saw a 15g tank fill with almost 30 Emperors (adults & juveniles). One of the adults was hanging around with a smaller one in his chela and met another adult. They start to fight for the meal and stung each other without any damage.
I was impress to see how an Emperor can be agressive but concerned about the condition they were keep in, the tank had a small layer of news paper and a water dish with huge sponge in it. This pets store is bad, most of the pets wasn't keep properly and the store was dirty.