Hey Chesko,
Ran across a bug today while taping a Let's Play. I have Lethality set to Death and Vampire set to Immortal. Got cold up near Aftland and succumbed to exposure, much to my surprise.
I am using version 3.4.1SE along with Better Vampires 7.95 SE. Vampirism is courtest of Lord Harkon's bite, if that makes a difference.
Seems like Vampirism setting to overrule the Lethality setting, or am I wrong on that?