Can I apply for immigration when studying in Australia? Will it be complicated?

Yes, but that's not the case, because you can immigrate at any time as long as you meet the immigration standards, and you can apply in Australia without clause 8503 in your visa. After immigration, you can go to school or work at will, which means you can go to school while waiting for immigration. Instead of studying abroad and immigrating at the same time, as you said, these are two different things.

Of course, there are many kinds of immigrants, and it is not easy to meet the standards. Nothing more than technology, spouse and investment. You have to tell me your specific situation, what age, education and financial situation, so that we can tell you.