Answer :

Ellis Island and United States are proper nouns

immigrant is a noun
A noun is a person, place or thing. A proper noun is a noun that is referencing a specific person, place or thing.

ex. immigrant is a noun, as it talks about a general type of person.
ex. Ellis Island is a proper noun, as it talks about a specific place.

Therefore, "Ellis Island" and "United States" are proper nouns in this sentence.
Hope this helps! :)