Creativity: 3/5 - I like the concept of a unit that cannot be attacked unless you are close enough to it, as it makes the unit a good defense unit which can pick off a piece being long-range defended, however, having this kind of ability can be obnoxious if not balanced properly, and it may prove difficult to bait out a unit like this.
Theme: 4/5 - The theme fits nicely for the ability, as the unit shrugs off any long-range attacks that fail to pierce its armor, though it would fit a bit better if it blocked attacks rather than not being targeted by them, as that would put a bit more strategy to the unit, as it wastes a turn if an attack is attempted, but it still can die from specialized units like Ninja and Valkyrie.
Execution: 2.5/5 - The massive amount of tiles saying that the unit cannot be attacked is very annoying, you could have just used an augment for that which says that the unit cannot be attacked from ranges 3 or higher, that way it isn't an eyesore and you have more room for move types. Base Jugg is okay, having kingmove and the non-target at 7 value, however, Behemoth Base has a similar non-target ability, being that it cannot be targeted at all by minions, and it is value 9, so perhaps this cost might be low. At Jugg+, adding 5 value for range 2 attack seems reasonable, considering Legionnaire base to ++ and Behe+ to ++ both do the same thing for less. However, Jugg++ is certainly overpowered for the cost increase, adding 2 unit value for range 2 moves whilst Behe base to + adds 3 unit value. I can somewhat tolerate the teleports at 2 cost on +++, but it is better to not give a unit like this movement especially if it is Unblockable, as it can use that to get out of more sticky situations than it should.

Overall it is a good concept and the theming fits, but the moveset may need a bit of tweaking to it as well as some optimization to the no-target zone.