I don't know if any multi vitamin that will help your immune system. I take beta glucan, which is an immune modulator. I buy all of my supplements from a health food store. Otherwise, I feel the quality can't be identified. While on chemo, I took Omega 3, magnesium, Vit C, beta glucan, selenium, coQ10 (critical for heart health), a B complex, Vit D (critically important), and probiotics. Many medical doctors know nothing about nutritional supplements because they have not been educated about them. That's why I suggest a Naturopath. My Oncologist told me that the reason many 'poo poo' supplements while on chemo is because they don't want to be sued if the cancer returns. Geez.
Hope this helps. Do you know which chemo you will be taking?