Vel koz and Lux

This is intended. Lux's ult isn't actually a channel. What you see is the casting animation, so once Lux starts casting her ult, no amount of CC is going to interrupt it. The only thing that will stop it is killing her before she finishes.

This is a similar interaction with Ezreal's ultimate.

Lux's ult isn't a channel.

It has a cast time and those can't be interrupted (except by death).