Question

how can you immersed the both in water by filling it water or pebbles​

Answer 1

When you instead place the stone hanging by a string in water, you are still immersing it in material. In this case, as a liquid, the water is exerting a buoyant force on the stone. This is the resistance of the water to being displaced. If the density of the stone were less than that of the water, the buoyant force would cause it to float. In any case, the stone’s weight is lessened by the buoyant force by the same amount a similar volume of water would weigh. The water may not be supporting the stone completely as the sand would, but it is supporting it partially.

And, of course, that partial support value works out to be exactly the amount you notice the beaker’s weight increases.