I believe federal law enforcement officers enforcing federal law will never be successfully prosecuted by any state, so the Governor's statement is anti-American partisan gibberish designed to pander to leftists who support illegal immigration.
Your response is a a bit of a cop-out—which is your usual modus operandi. Except it’s now laced with the sort of vitriolic language that is oh-so-popular today—terms like “anti-American” which intended to polarize the situation and shut down debate and nuanced discussion. And that is un-American.
While government agents enjoy immunity—and this is especially true of law enforcement agents—they are not exempt from complying with the law—State or Federal.
A State can file charges against Federal agents in State court, although such charges would likely be removed to Federal Court under 28 U.S.C. §1442(a)(1) and proceedings would continue, with the Court applying State substantive laws and Federal procedural laws.
It’s true that any such prosecution would face an incredibly high bar; see Oregon v. Landis for an egregious example. But that doesn’t mean that charges shouldn’t be filed when federal agents violate state law.
And that was the salient point, I think: government, at all levels, should be enforcing the laws, but its agents should not be exempt from obeying the laws in the conduct of their duties.