It seems like DateTimeImmutable::creat...YmdHis', $data['dttm']) can also be of type false; however, parameter $responseDateTime of SlevomatCsobGateway\Call...Response::__construct() does only seem to accept DateTimeImmutable, maybe add an additional type check?
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Ignorable by Annotation
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If this is a false-positive, you can also ignore this issue in your code via the ignore-type annotation