Are they invincible? Tried killing them to see how strong they were, and they just crouch like important NPC's do, but when I kept hitting them, they don't die?

You've gotten yourself to a point at which they are necessary for your current, or future, quests. Had you made other choices, they would definitely not be invincible.

No not at all, they are companions. I have completed the DB questline, all I have now are missions from the Night Mother, which are the randomly generated ones. Nothing to do with the initiates.

Oh. Well, then I've got nothing for you. I haven't taken any of them out for a spin. Sorry about that.

Tested it out in whiterun, made her attack everyone in dragonsreach, she went down, but didn't die. They are invincible ha, not a bad option then.

Do you get any items from that questline?? How do you get admitted into the DB?