What does Gabriel Marcel mean by "transcendence can only be given in immanence"?
Gabriel Marcel was a French post-World War I philosopher whose earlier training in philosophy became meaningless in the face of the tragic realities of the total trench warfare of World War I. While most post-World War I philosophers were led to philosophies of despair and existential meaninglessness, Marcel was led to a philosophy of virtue and transcendence.
Let's define some terms and reorganize your question a bit. Marcel defines transcendence as a "vertical" going beyond, or an extension of experience away from objective experience, not deeper into objective experience. He defines immanence as spatial-temporal, objective experience. Perhaps you notice that these two terms oppose each other: one is not objective experience while one is objective experience.
Now to reorganize your question: While it is correct to say that transcendence and immanence are juxtaposed, it may not be said that transcendence is given in immanence if this implies that somehow immanence (objective experience) initiates or triggers or imparts transcendence (extraobjective experience [extra-: a prefix meaning “outside,” “beyond,” (Random House Dictionary)] ).
While it may be said that immanence (objective experience) is the starting point of transcendence (since we are objective beings in an objective universe), it may not be said that there is a causal link between objective immanence and transcendence, which is extension away from objective immanent experience. Does this association of juxtaposition without cause-and-effect linkage make sense?
[Transcendence] must retain the ... distinction between the immanent and the transcendent, one that emphasizes a vertical rather than a horizontal going beyond, ... transcendent is juxtaposed with the immanent ... [yet] “transcendent” cannot mean “transcending experience.” ... it cannot be viewed objectively. (Stanford Encyclopedia of Philosophy)
So to answer what I think your question actually is, Marcel says that we exist in immanence. He says transcendence out of immanence is a possible occurrence. This transcendence will be a vertical extension of being to that which is above objective, immanent experience. Transcendence will be an expression of ontological exigence: this means it will be an expression of the impulse of being to transcend space-time experience.
And while transcendence will be juxtaposed in a locative spatial-temporal proximity to immanence, transcendence will not participate in spatial-temporal immanence: this means extraobjective vertical extension beyond objective experience will originate from the realm of space-time objective experience but will not participate in that space-time objective experience.