Aim of this work is to study the four species various fractional-order prey-predator or Lotka-Volterra (LV) system with both immigration and harvesting effects. The existence and uniqueness, uniform boundedness, persistence, permanence, and extinction of this system solution are analyzed. The stability behavior of the system is obtained with the help of the Routh-Hurwitz (RH) stability criterion. The small changes in fractional-order values can produce a significant impact on the stability of the system is confirmed. This work verifies that the small amount of immigration effect can change the dynamic nature of the LV system. Numerical results are given to illustrate the obtained theoretical results of the stability analysis. The bionomic equilibrium points of the system are attained with their feasibility conditions. To get the optimal amount of harvesting effect with the Pontryagin's maximum principle, the harvesting parameter is considered as the control parameter.