So do their levels get locked to whatever level you are when the game first loads their character model, or do their levels get locked when you actually first use them as a companion? Lydia dying in a couple of hits even when wearing Ebony gear is getting tiring so I'm looking for a new companion

Bump

Their levels aren't locked. They level up with you. However, I've read that Lydia is bugged and not leveling up appropriately. The follower I have, Marcurio, was Level 10 when I picked him up (I was Level 6) and when I got to Level 11 he began to level up with me. However, I don't know how their skills level or if their health levels up. I set Marcurios health higher in the console and it hadn't moved again between levels 6 to 13. And only some of his skills had changed between levels 6 to 13 and not the ones he was using. So I don't know what's happening or why and probably won't have a better idea until the CK comes out.