There is partial immunity, and there is complete immunity, but the latter is more challenging....
Stronghold Builder's Guidebook page 86: Zone of Elemental Immunity + Obdurium walls + Augment Object + Elemental Protection, Greater.
This Stronghold Space enchantment makes the entire space immune to one type of energy damage from any source outside of the space. Cited specifically is making a Stronghold immune to fire and floating it on a lake of lava.
Add obdurium walls for the best hardness, and boost it with the Augment Object effect to increase it. Every little bit helps especially when hardness is not fully effective against energy attacks.
Then enchant the walls with Elemental Protection, Greater for added resistance from any fire sources originating from within the Stronghold space.
This is pretty good, but there is a way to make it completely immune....
Alternatively, you could get clever and go for Complete Immunity...
If you want complete immunity one could cunningly arrange the building such that the walls in question are on the edge of, but within the area of effect of, multiple Zones of Immunity, with the spot the players are standing on outside of the Zones. Note that this is possible because Stronghold Spaces are flexible in shape, so long as the volume adds up to 20'x20'x20', thus allowing one to pull off the precise placement needed for this trick. Behind the walls can even be solid, as nothing says a given Stronghold space has to be a room, or can't be solid.
Therefore, any attempt to burn the walls would fail, technically coming from outside the enchanted zone.
This sort of arrangement would possibly be a very wasteful and ineffective use of space, depending on how much time you are planning on spending on the blueprints... but it would work for the desired intent.