Book-recommendation: Biochemistry
Lehninger Principles of Biochemistry by Nelson and Cox is quite popular and covers everything you listed in great detail except for immunology. 

I don't really have a recommendation for an immunology book; I think pretty well any of them will cover immunoglobulins (they're pretty integral). My university uses Kuby Immunology by Kindt et al. Molecular Biology of the Cell by Alberts et al. has a couple chapters (some 115 pages) on the subject. As a bonus, it's an amazing reference for cell biology (which you'll need, at least someday, if you're pursuing biochemistry).