gh-39269: add parameter immutable to generators in `sage/graphs/digraph_generators.py` (part 3)
    
Following #39264 and #39266, we add parameter immutable to the remaining
digraph generators.

This PR is motivated by discussions in #39177.

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### ⌛ Dependencies

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URL: #39269
Reported by: David Coudert
Reviewer(s): David Coudert, Frédéric Chapoton

Author: Release Manager