You're correct that the Supreme Court ultimately has final appellate jurisdiction on matters of immunity, but that's a long way from enabling dictatorship.
To get there, we would need to assume that the Supreme Court, including only 3 Trump-appointed Justices, is both unwaveringly partisan and unwaveringly supportive of dictatorship.
The Supreme Court is unwaveringly partisan and corrupt; its members have taken bribes and invented new rights for Trump to keep him out of jail. I wouldn't assume that they'd reject a dictatorship.
So far, they generally seem to be