The increasing popularity of natural language processing has led to a race to improve machine learning models that often leaves aside the core study object, the language itself. In this study, we present classification models designed to detect stereotypes related to immigrants, along with both quantitative and qualitative analyses, shedding light on linguistic distinctions in how humans and various models perceive stereotypes. Given the subjective nature of this task, one of the models incorporates the judgments of all annotators by utilizing soft labels. Through a comparative analysis of BERT-based models using both hard and soft labels, along with predictions from GPT-4, we gain a clearer understanding of the linguistic challenges posed by texts containing stereotypes. Our dataset comprises Spanish Twitter posts collected as responses to immigrant-related hoaxes, annotated with binary values indicating the presence of stereotypes, implicitness, and the requirement for conversational context to understand the stereotype. Our findings suggest that both model prediction confidence and inter-annotator agreement are higher for explicit stereotypes, while stereotypes conveyed through irony and other figures of speech prove more challenging to detect than other implicit stereotypes.