on PC?
maybe it helps, if you try to level her up to your level:
- dismiss Lydia
- open console (~) while she's still in front of you
- click Lydia
- type "disable", then "enable" (without the ")
- close console
- ask her to rejoin again
Better yet:
1. Open console
2. Click on Lydia
3. Type "
ResetAI"
4. Close console
5. Let her honor her thane once more.
or
1. Open console
2. Click on Lydia
3. Type "
EVP"
4. Close console
5. Give her a burden to carry.
If this doesn't work, then use the "Disable" / "Enable" workaround that was suggested by Paajtor above.