Ok, I was fighting with an Orc Chief out in the woods, with Lydia at my side. I beat on him for awhile, but finally gave up because he would fall to the ground for a few after defeating him, only to rise back up with full power. I thought it was pointless to continue, so I turned around and ran back to his house (leaving Lydia still very much alive to keep him occupied while I stole stuff from his place). I ran inside, broke into the one chest, stole from the other and found some great stuff including a helmet that lets you breathe underwater! So I quickly saved (since if anything happened to me and I went back, I'm sure the items in the chest would be different) over my last save and went back outside. I came across the Orc Chief again who demanded to fight or pay a bounty. I just paid the bounty to get it over with. He went back home, happy as can be... but no matter where I go, I can't find Lydia anymore! I've tried waiting... entering and leaving a house... fast travel.... even checked back at my home. I can't find her!! I know she couldn't have been killed by this guy, since the only way she could die is if I did something to her. However, she was very much alive and fully healthy when I left her to occupy the Chief.
So where the h*ll did she go!? She's carrying some nice stuff for me, and I've had her for over 90 hours now.... I can't lose her (or my stuff) like this! WTH?!?!
And I can't load an earlier save... not unless I want to lose over 20 hours! My only other save is from quite a long while ago!