The 'absolute immunity' Vance is talking about is a myth. While the Supreme Court has weakened Bivens (the old way of suing feds), Minneapolis and the MN AG are currently challenging the Westfall Act in court. Their argument is simple: when agents like those in 'Operation Metro Surge' engage in retaliatory violence or political 'occupation,' they are acting outside their official scope.
Furthermore, new 'No Kings' legislation being pushed across states (inspired by the California Senate's Jan 27th vote) is designed to close the very loophole Vance is exploiting by allowing state-level civil rights suits against federal officers. In short: the 'immunity' he’s bragging about is a loophole that is currently being closed in real-time.