I'm getting a bit nitpicky here, so I apologize. So, the enemy, 'Harpy', in Terraria can take damage from lava and fire in general. However, it is probably based off of the Greek myths of the creature also named harpy. These harpys are immune to fire, lava, etc. so the harpys in game should be as well, that is, if they're based off of the Greek myths. I apologize for the rant, I have simply paid too much attention.