Seems a plausible explanation: according to wiki (
https://wiki.project1999.com/Keljemor), Keljemor is a level 56 gargoyle. As far as I know any level 56+ mob is immune to stun and fear (but I could be wrong on this one).
I admit, the message displayed on the chat makes it quite confusing (and dangerous when you have a beast like that beating you on the head) but I suppose that is part of the charm of 20+ years old games.