Who are some of the more childishly naive, pure, and/or innocent of the touhous (or can be interpreted as such)? The fairies or Youmu first come to mind. Fairies, because they're essentially child-like sprites of nature. Youmu is portrayed as pretty naive, but she has a certain steeliness and coldness to her. I guess Sukuna?
Chen comes to mind in terms of "Childishy Naive", but sometimes fandom over exaggerates her and adds the "pure" part to her. Flandre is sometimes depicted in fandom as being naive of her destruction (Don't think this is the case in canon, but she barely shows up in canon anyways.), almost never pure or innocent, however (that i know of). I guess Rumia might count as being naive too, she does look and act young. Relimia looks like a young girl, but she doesn't come out to me as being very naive, pure, or innocent. Koishi is diffidently childish and naive, and probably kind of innocent. Hata no Kokoro is the only one i think that fits all 3 of the things you said, but i could be wrong. Also there are the earth rabbits (non-youkai, Tewi is differently NOT innocent, pure, or naive). Finally there's Rin and Utsuho, who both come out to me as being childish, despite Utsuho's some what mature appearance, but she's diffiently naive, maybe not too innocent however, as she almost destoryed everything with her atomic powers, Rin might be innocent, but then again she does like corpses.......
Oh, and cirno and the three fairies, not pure or innocent however.
Yeah, not alot of innocent or pure (unless you count lunarians) touhous, the only REALLY innocent one imo is Sukuna, maybe i'm wrong, but thats how it seems to me.
Anyways, branching out your question a fair bit to focus on immature in terms of a stereotypical teen toehoes, because i'm bored, Reimu (and Marisa too, i guess.) in WAHH is pretty childish, but in most other canonical works, she's...i guess about a late teen or young adult. Also, i feel that Youmu is also about a young teen in terms of maturity, as she seems to be about or under the same age as reimu and marisa. However, the most "immature teen" touhou character is differently Tenshi. She's practically a entitled rich kid!
God, i ramble so much. Sorry if this was long winded, i was bored.
edit: Also, while i mostly stayed off PC-89 characters, i should point out that PC-89 Reimu comes out as being Naive and pretty Innocent as well. Also Yuyuko has an (IMO) stereotypical entitled teen exterior, but inside she's probably about as smart and cunning as Yukari.