Robert is correct, the lack of rudder does make some of these manoeuvres more difficult or impossible.
The first one is not an Immelman turn, it is a wingover. An Immelman is achieved by diving, pulling up into a half-loop and rolling level before diving back in the opposite direction. It is a means of making slashing attacks, converting speed to height and back again. The WW1 Immelman is basically like a Half Cuban.
A wingover is an easier manoeuvre, especially with lower-powered aircraft, as the DH2 and E.III almost run out of speed when looping.
Other manoeuvres I've found useful in Dogfight:
Quarter-clover - pull up into a vertical climb, roll through 90 degrees and pull back on the 'stick' either to level, inverted flight or back into a vertical dive. Good way to shake off a pursuer as they don't know which way you're going to go. The amount of roll can be varied. Needs an aircraft with a bit more power than the basic ones.
Derry turn - go into a vertical-banked turn but keep rolling as you do, roll through the inverted to a banked turn in the other direction. Another good way of shaking off a pursuer, but needs an aircraft with a good roll rate.
Spiral climb - banked turn with the nose kept above the horizon so you gain height while rotating around the same spot on the ground. Useful when carrying a bomb if you want to cross into enemy territory at altitude.