Greetings @RagnarRagnarson92. If the wights in this battle are truly immortal and taking zero damage, then I would urge you to create a bug report and let Funcom know, as they should NOT be invulnerable.
I see that other members have already given some very sound advice. I am going to give you some slightly different advice to the others, which I have used many times now, and has allowed me, with practice, to solo him on numerous occasions. First the Fundamentals -> level 60 and flawless epic armor. Followers -> If you are not a Crom zealot like me, who is obsessed with soloing all bosses on default server settings, then I would advise you to also take a powerful thrall, preferably also with flawless epic heavy armor and star metal weapon or above. Attributes -> Vitality 50 with ‘glutonous gains’ perk active (very important!), and I stongly recommend Strength 50 too, or at the very least 40. I cannot stress enough the importance of the Vitality 50 loadout; it was the crucial factor in my success. Weapons -> take a strong war-axe, shield, and I also recommend a crowd control two-handed weapon such as a greatsword or war hammer (I tend to use Croms Hammer) as it has hyper armor. Healing -> with vitality 5 active a simple combination of aloe extract (20+) and roast haunch (50+) used in conjunction will refill your health in no time, but take some ambrosia (10+) too if your are wary.
When you confront Thag the end boss, try to get the thrall (if you took one) to agro, and fix upon and engage him. Regardless, when he swings at you, block, or even better roll dodge past him/towards his rear then land a few hits with your war axe. Repeat. When he electifies the floor move well away from him, and (important) it is better to keep running, then jump if you need to, as opposed to trying to roll dodge the electricity. When the wights spawn in, move as far from Thag as possible then hit the wights with your two-handed weapon in order to damage multiple enemies at once. *Whenever you need to heal or are taking a beating, run to the far outer edges of the room, as both Thag and wights are not only slower (…obviously), but sometimes they completely lose sight of you allowing for a welcomed regroup. This is also a good tactic for breaking the wights down into smaller, more manageable groups and picking them off. When the electric attacks/wights have subsided or been defeated respectively, resume attacking Thag. Repeat this process until you emerge victorious.
These are the tactics which I personally use to defeat him…