If it's not working, disable all other mods, enable "Invulnerable Lydia" only and test it. If she doesn't die then you've got a mod conflict somewhere and will have to spend a few hours enabling and disabling mods to figure which one is causing the problem.

You can try changing the load order in the official mod loader that comes with the game. Just click "Data Files" and then click on "Invulnerable Lydia" And then click the up or down arrows to move the mod closer to the main DLC ESM files. Some people have better luck with moving it all the way down to the bottom so the modloads last making sure that it get initalized. Other people have success moving it to the top near the official DLC ESM's or after the Unofficial patches.