Technically there used to be a difference. Expat was only used for people working in country X while keeping their contract and work link to country Y and being paid in the Y currency. So basically workers from Y on an expat mission abroad.

While an immigrant is someone from country Y that moved to country X and works and gets paid in country X with X currency and if wants to go back to Y will lose the work contract in X.

I’m myself an immigrant although within the EU an EU citizen should not be considered an immigrant but just an EU citizen in another EU country.