Selenium and Vitamin D share similarities. As your post points out, supportive of immune function.
Anti-cancer function of both was originally discovered through deficiencies. Vitamin D because of lack of sun above certain latitudes (breast cancer is how I came to all this), selenium because of variations in soil distribution and therefore in the food grown there.
Therefore, supplementation makes sense if you are subject to those deficiencies.
I don’t eat oysters with any regularity and am not a fan of Brazil nuts, though I’ll choke one down if available. One a day is supposed to be sufficient but I don’t rely on that because of the possibility of selenium depletion in the soil.
It was determined in a clinical trial that selenium in the form of selenomethionine is absorbed better. Haven’t researched this is 20 years, so not sure if there is anything new on absorption. Could be a new formulation that costs more. Not worth the effort to check but if you do, please share with the class.
Side note: Magnesium is important, for the similar reasons, especially soil depletion (think about how industrial food is grown — I don’t believe it is ever replaced. If it is, please provide reference so I can sleep at night, lol). It is also needed if you supplement with Vitamin D as a cofactor. Don’t supplement with magnesium citrate. It’s cheap but kind of worthless—it goes right through you and acts as a laxative. I use magnesium threonine because it gets in the brain better than other forms.