I haven't bought a house yet, no. But she wasn't at the table in dragonsreach. And I looked thouroughly at the place where I lost her.
Oh noes, it could be that I've accidentaly killed her! To down the fireball throwing bitch-witch, I hid behind a tree trunk, lept forward, shot an arrow, hid again, lept forward etc. until the witch was dead and I could get the nettlebane... It could be, yes, that a stray arrow of mine has hit Lydia, leading to her death at my unknowing hands! Oh my... How could I ever forgive myself? What have I done? (nope, I don't want to reload a save, I gained a few levels in the meantime,hehe)
But when Lydia truly died there, shouldn't her body stay there? Not knowing whether she's really dead or not - how can I get closure? The guilt will haunt me forever...