The easiest way to force the 'fake immigrant' to reveal itself as the monster is probably a potion with a transformation syndrome. You can lock up the suspect in your prison with a test apparatus workshop and a barrel, and have them make the potion. The monster could be CRAZED or OPPOSED_TO_LIFE, or have such a warped view of the world that its attempts to be friendly are catastrophically destructive and lethal.
The physical form should be pretty easy to put together - it's mainly a matter of refining what you want it to look like.
I don't think it's possible to make something completely unkillable without dfhackery; tricks like cave-ins and obsidianization can pretty much kill anything. But I can see several options for making it effectively unfightable.
1) It could be virtually immune to damage - more or less a slade colossus with details to give the desired flavor and a bunch of nasty interactions. Any attack short of a cave-in will simply bounce off.
2) It could be reasonably easy to injure, but almost impossible to kill. This might be less powerful, but creepier; it's one thing to stab a monster in the head and have your spear glance off every time, and something else to stab it through the brain and have it not care.
3) It could be theoretically feasible to kill, but so dangerous that any attempt to fight it would be catastrophic, and killing it might not even solve the problem. Along with straightforward attacks and widespread madness, it might reanimate severed bits of itself and turn them into lesser monsters. It could have an infectious bite or sting that transforms its victims, so that you kill one monster and end up creating several new ones. Its blood could have any number of nasty syndromes, and might even make its victims equally toxic.
4) Of course, it could take a hybrid approach, drawing upon some combination of these methods.
I don't know if it's possible to make dwarves try to free it, but it should certainly be able to warp their minds so they attack each other at the slightest provocation or collapse from unendurable horror at the creature's sheer existence.
All in all, sounds like a fun project. I'm certainly not a master modder, but I'm happy to help as best I can.