Lydia is not in Hall of Dead?

[Oziach]

I was in that dungeon where you get your revenge against that argonian who tricked you into extinguishing the lights of the Solitude Lighthouse, when I got ambushed by Captain Whatshisname. I started duelling them, then I heard a crack and saw the Captain and I think (it was so damn dark) someone else fall off the edge into the water. I dispatch the rest and can't find Lydia, I assume she fell with the Captain and was finishing him off. Turns out no. The Captain died from the fall, and Lydia is no where to be found. She's not at Dragonsreach, she never followed me again (I recruited Farkas after that without the "Sorry, you already have a follower" dialogue), and she's not at Breezehome. Obviously dead.
So I go to the hall of the dead. Many Sarcophagi litter the place (Heimskr and some people who died of dragons, among others) but no Lydia? Is she not in the Whiterun HOD? Where is she?
It's been like 4 days and no letter of inheritance.

 

[KattSand]

There's actually a bug related to broken oar grotto (the place for that quest) in which your follower is unable to exit the cave, Lydia is probably stuck inside. The only solution I know is to travel back to the grotto, enter it, then exit and fast travel to septimus signus outpost, it's located north of the college of winterhold in case you haven't been there yet, then wait 24 hours (it could be 48 hours, can't remember exactly) outside septimus outpost, then fast travel back to broken oar grotto and Lydia should be standing outside the cave with you.

She's not dead since you can't get a new follower at least so this is the only thing I could think of.

 

[Oziach]

But I can get a new follower. I got Farkas almost immediately after and he didn't say I had one.

 

[Oziach]

Anyone know? I've moved on but she had some daedric artefacts and alot of money...

 

[Oziach]

Anyone? Please? I can recruit new followers and no letter of inheritance. Why?