While under the effects of a polymorph spell, you lose all extraordinary and supernatural abilities that depend on your original form (such as keen senses, scent, and darkvision), as well as any natural attacks and movement types possessed by your original form. You also lose any class features that depend upon form, but those that allow you to add features (such as sorcerers that can grow claws) still function. While most of these should be obvious, the GM is the final arbiter of what abilities depend on form and are lost when a new form is assumed.
Being Elven means being immune to sleep (and getting other bonuses to charm spells and whatnot), which is presumably either Ex or Su and not a spell-like ability (the entry doesn't say). Does this mean Elves are no longer immune to sleep spells when polymorphed into something else?
The alchemist’s type does not change, but he becomes immune to cold, nonlethal damage, paralysis, and sleep.
This is an ex ability, and it isn't something that is "activated" (like a draconic bloodline sorc claws ability, explicitly pointed out in the transmutation text above). Is it lost when polymorphed?