Invulnerability frames

I'm not sure what you mean by that. What I did say is: You cannot be stunned or knocked back, you can only be damaged if a nearby player does, you execute the attack even at death.

“	They cannot be targeted by any form of combat.	„

“	If another player gets targeted near the landing area of the skill, any AoE and splash damage will deal damage to the player without a change to the knockdown gauge.	„

“	Ex: A monster can't target you with windmill but if a player is nearby that area and gets windmilled, you will be hurt as well.	„

This was from one of the older edits, so it leads me to believe that you can't get hit during the rushing animation.

...why would you come to that conclusion when the last two quotes you posted literally says otherwise.

Here is a video Kenero made about Shooting Rush.

You cannot be targeted during the rushing animation but you can be hit by skills like Windmill, Fireball, Meteor Strike, and maybe Thunder and Ice Spear. You should be immune to skills like Shock, I believe. Of course, if you're alone, there's no way to be hit at all unless they target a pet or something.

Ice spear would work only if the Explosion has a large enough AoE. Thunder is the same, if something's nearby.