If you control Doran Martell, he will be protected against plots like Valar Morghulis, Valar Dohaeris, or Wildfire Assault, even if those plots cause Mellario to leave play. Doran will also be unaffected by passive effects on plots such as At the Palace of Sorrows, Blood of the Dragon, Grand Melee, or The Bloody Flux.
While Doran is technically immune to The Pointy End, “peripheral entities” associated with him (such as attachments, tokens, abilities originating from him, or duplicates) are not themselves immune. And since The Pointy End does not really target Doran (it only chooses him as a referential target), you can use it to discard attachments, duplicates and power from him.
If you reveal Varys's Riddle, the When Revealed ability you initiate with it is not considered to be an opponent’s plot effect, so Doran will not be protected from it. On the other hand, if an opponent reveals Varys’s Riddle and initiates the When Revealed ability on your revealed plot card, Doran will be protected from it.