At an en banc hearing before the Second Circuit Court of Appeals, Trump lawyer William Consovoy said if the President shot someone on Fifth Avenue in New York City, he would be immune from criminal investigation. I was not there, but am sure Judge Denny Chin was not impressed by that assertion. There is limited law on Presidential limits, but there is substantial caselaw providing that there are indeed limits on Presidential authority.
As early as the prosecution of Aaron Burr in 1807, Justice John Marshall found that a subpoena duces tecum (a subpoena requesting production of documents) could indeed be served on the President. In 1952, Pres. Truman reacted to an imminent strike by steel workers by seizing the steel companies. The Supreme Court found that act amounted to an over-reach by the President. The court found Pres. Truman was trying to make law through an executive order.
In 1974, the Supreme Court ruled that Pres. Nixon had to obey a subpoena for the infamous Watergate tapes. In 1997, the Supreme Court found that Pres. Clinton must sit for a deposition in a civil lawsuit. See ABA Legal Fact Check here.
Lawyer Consovoy was surely aware of this precedent when he appeared in front of the Second Circuit. And, he knew the Second Circuit judges would also be aware of that precedent. It appears he was trying to please his client, at the expense of losing his credibility with the court.