Whitecroc: Well, I think I got ED-E blown up yesterday when I detonated four howitzer shells in the Nellis Airbase. At least, I couldn't find the darn thing with console commands when I realised one of my companions wasn't there a few hours later (although everyone was commenting on my "bot problem"), and had to reset its location. I'm guessing the shells are supposed to be insta-kill within a certain radius and that they slipped through the normal immunity. Veronica survived, though...
Delixe: I had exactly the same companions going to the Boomers and both got taken out but I just ignored it trying to stay alive myself when I got to Nellis AFB the Boomers stopped shelling and both Veronica and ED-E caught up with me. Generally if a companion gets seperated from you for whatever reason they will reset after a few days and return to their default locations or the Lucky 38 if you have met Mr House.
I don't think the shells auto-kill but ED-E just has pathetic hitpoints and armor, even basic Fiends can take him out.
Just to clarify, ED-E didn't get taken out during the initial approach from shelling, but rather when I deliberately blew up four artillery shells inside one of the buildings because, hey, free explosion.
Are you sure about the low health thing? My ED-E has over 300 health, compared to Veronica's 215... Maybe it's because of the conclusion I chose for ED-E My Love.