I fear your friend is right...
From the Rulebook:
"If a character cannot take wounds, wounds cannot be assigned to that character. However, if a card prevents wounds, wounds may still be assigned to that character." So the wraiths don´t need to prevent anything cause the wounds can´t even be assigned to them.
Hope this helps!

PS: If you are having problems with wraiths just run some condition discard or initiative engine and you should do the trick (or run mass archery and kill his/her RB)
