The "Paralyzed" condition includes being incapacitated, unable to move, unable to speak at all, autofailing STR/DEX saves, giving advantage to enemy attacks and giving crits to melee hits.
The "Stunned" condition includes being incapacitated, unable to move, speaking hesitantly, autofailing STR/DEX saves and giving advantage to enemy attacks.
The effects put in bold are present in both conditions. Now, let's say that a creature is immune to the "Paralyzed" condition (and its effects), but not the "Stunned" condition (and its effects). What happens if such a creature gets Stunned ?
A) Will not get the effects also pertaining to being Paralyzed (because it is resistant to these effects), so will only speak hesitantly;
B) Will also get these shared effects (because their source is different), so will get the full Stunned-package deal.
Also, both of these conditions include all of the effects from the "Incapacitated" condition. If a creature is immune to being "Incapacitated", but not "Stunned"/"Paralyzed", what happens ?
A) Same logic as above
B) Same logic as above
C) In that specific case, the creature won't suffer from the effects pertaining to Incapacitated (but will suffer the rest of the effects), because the entire condition is included in Paralyzed/Stunned. So in other words, just like A), but for another reason.
So, to summarize, two scenarios here : when conditions 1 and 2 share some/all of their effects, and when condition 1 is referenced in condition 2. Both scenarios consider that the creature is immune only to condition 1 but gets affected by condition 2. Possible answers are A/A, B/B and B/C.