It’s well established that stress denigrates the immune system, so while in isolation it’s imperative to regulate your autonomic nervous system, which is either in “fight or flight”, or “rest and digest”.
Deep, relaxed abdominal breathing regulates the autonomic nervous system via the Vegas nerve. Deep breathing whenever you remember to do it is ideal.
In Chinese medicine, stress is understood as qi stagnation in the Reverting Yin meridian of the foot (Liver meridian). This meridian passes through the groin/hip flexor area, so stretching this part of your body with yoga, etc, will yield better results than focusing on hamstrings, lumbar, shoulders, and so forth.
Exercise that makes you tired is good, but not exercise that makes you exhausted (ie running or lifting until you’re too wiped out to be anxious), which will make you further susceptible to disease. Furthermore, going till you’re exhausted will produce more inflammation, which is deleterious to the immune system.
A sustainable exercise program is one that leaves you capable of doing a little more of your workout once you’ve finished. If you can barely drag yourself into bed at night, you’ve done too much and have probably hindered your immunity rather than enhanced it.
Your routine to improve your immune system is the most important thing you can do while in isolation, so do it first thing in the morning. It will keep your stress levels lower as the day progresses, which is far superior than trying to lower them once you gotten all worked up.