I created a custom race with the "Super Spy" ability. When another race sends a spy to my worlds, I:
- See a spy icon on a tile they've sent an agent to and the production of the tile is listed in (red).
- Receive a red spy notification icon, which when left-clicked says I'm immune because of my Super Spy ability.
- See a reduction in production from the planet according to the production stat line at the top of the planet's info window.
As far as I can tell, I'm still being infiltrated and losing bonuses from improvements, despite my Super Spy ability.