无一幸免 is originally from Classical Chinese. Classical Chinese strives for simplification and precision of every single character. The full version if in modern Chinese would be 没有一个幸运地避免 - No one luckily avoided, no one has a narrow escape.
e.g. 那场可怕的空难导致了200余人遇难，无一幸免。- That horrible air crash caused more than 200 deaths, no one had a narrow escape.
And explaination of every single character:
无 - no
一 - one, individual
幸 - luckily, fortunately
免 - avoid from, escape from