Dakinis first effect activated, forcing me to choose one of my own monsters to send to the graveyard. I only had one monster on the field and it was "Paladin of Felgrand", equipped with "Divine Dragon Felgrand". As paladin states;


...While this card is equipped with and Equip Card, it is unaffected by other monster effects...

Nevertheless, Dakini's effect activated and i was forced to send my paladin to the grave. I believe this must be a bug of some sort, thanks.
just like apoqliphort tower's send to grave effect , it make the player send a monster to grave instead of sending a monster to grave by its own effect, so its not treated effect that affect the monsters, it will bypass any effect immunity