It seems to me that Yurnero(Juggernaut)'s Blade Fury makes him magic immune since he couldn't be stunned but does it removes negatives buffs placed into him?
Like all magic immunity, be it from BKB, Lifestealer's Rage, or Blade Fury, it removes debuffs that are removed by magic immunity.
However that probably doesn't help answer your question, so here is a link to the Dota 2 wiki that has a nearly complete list of all spells and items that go through magic immunity:
So if you want to know if a certain debuff specifically is removed, say for example Track or Wave of Terror, then you can check that list and see if it's on there. If it's on there, as in the case of Track, then that debuff isn't removed, if it's not on there, as in the case of Wave of Terror, then it is removed.
The only notable thing that I noticed wasn't on the list was the debuff from dust of appearance, other than that it seems to have everything.
EDIT: The list is also missing Bloodseeker's rupture, because although magic immunity does stop the damage from it, and it can't be cast on a magic immune unit, the debuff is not removed.