OK so companions can't die..right? so after i had this dragon battle she got knocked out but i can't find her. I went back to Whiterun but she isn't there help?

Lydia can die.

Wrong. They need to be attacked while down on the ground usually. I have had some strange things though. I have seen Lydia killed by a giant before. And I mean she got launched into the sky and she apparantly took the fall damage somehow. Usually she would stand back up but this time...she bounced liked a rubber ball, and never moved again.

ah..so you mean a noob arrow shot while she is on the ground kills her? not that i have anything to do with that

I have had Lydia get knocked into the Void in a dungeon. I tried the wait 72 hours and did not get the message that she got tired of waiting and went home, I waited another 10 days and she never showed up at home. I know she did not die, but she was knocked out of the screen by one of those swinging axes. The game still thought I had a follower.

So, I reloaded the save from just before I lost her.

You didn't by chance tell her to "wait here" before the attack, did you?

All companions can die sadly. Some more easier than others.

If you're on the PC, you can make Lydia, and other followers, essential. That way, they'll just go down on one knee.
See for more details.

Open the console and type: setessential a2c8e 1

Note the space between the e and the 1 at the end.

If you want to make other NPCs essential, go to the UESPwiki and find out what the NPC's code is. Sometimes you get two different codes, but only of them works.

Many people would consider this a blessing, and leave it at that...

^ This

With one of my characters I had 3 companions, Lydia, Faendal and an Orc from that Malacath quest. Lydia disappeared and never returned and I've never found the corpse or any clue of what happened to her, Faendal disappeared but after a long time I found him at Riverwood with the items I gave him. The Orc died in front of my eyes after being downed, rising up, being downed again and finally finished off.