From the rules:
Generally speaking, ammunition that hits its target is destroyed or rendered useless, while ammunition that misses has a 50% chance of being destroyed or lost.
Magic Ammunition and Breakage: When a magic arrow, crossbow bolt, or sling bullet misses its target, there is a 50% chance it breaks or is otherwise rendered useless. A magic arrow, bolt, or bullet that successfully hits a target is automatically destroyed after it delivers its damage.
The poison doesn't matter, the arrow is destroyed when it hits, regardless.
Additionally, the poison rules say that the poison is consumed on a hit. The fact that the creature is immune to it doesn't matter.
One dose of poison smeared on a weapon or some other object affects just a single target. A poisoned weapon or object retains its poison until the weapon scores a hit or the object is touched (unless the poison is wiped off before a target comes in contact with it).
Applying poison to a weapon or single piece of ammunition is a standard action. Whenever you apply or ready a poison for use, there is a 5% chance that you expose yourself to the poison and must save against the poison as normal. This does not consume the dose of poison. Whenever you attack with a poisoned weapon, if the attack roll results in a natural 1, you expose yourself to the poison. This poison is consumed when the weapon strikes a creature or is touched by the wielder.