Last I can remember I seen her in the small camp just before you attack and take over windhelm. I don't have a clue were she is. I have been to dragonsreach, bought breezehome, searched hall of dead. I would go back to the camp but for the life of me I can't remember where it is. Any ideas ???

Isn't Lydia your housecarl when you buy Breezehome? At least she is for me.

I think if you own breezehome, and she's not there, then she might be dead.

Whenever I part ways with her, she goes straight upstairs and sits at the desk in the bedroom in breezehome.