I believe the point here is that even if a collection is Unmodifiable, that does not ensure that it cannot change. Take for example a collection that evicts elements if they are too old. Unmodifiable just means that the object holding the reference cannot change it, not that it cannot change. A true example of this is Collections.unmodifiableList
method. It returns an unmodifiable view of a List. The the List reference that was passed into this method is still modifiable and so the list can be modified by any holder of the reference that was passed. This can result in ConcurrentModificationExceptions and other bad things.
Immutable, mean that in no way can the collection be changed.
Second question: An Immutable collection does not mean that the objects contained in the collection will not change, just that collection will not change in the number and composition of objects that it holds. In other words, the collection's list of references will not change. That does not mean that the internals of the object being referenced cannot change.