So I recently talked to mebbeth and after doing her quests, she trained me to be a mage. I was still the starting fighter so this is my first class change.

I've leveled up twice since then. Once to level 3 which was the same time I became a mage, and then later to lvl 4.

Both times, I received 0 hp, and no +1 bonuses to allocate to my stats. Is this normal?

Once again, this started once I changed from a fighter to a mage.

I'm playing the game with every mod from the sticky

You only get a +1 stat bonus if you reach a level you haven't reached before, you already reached level 4 as fighter, you won't get a stat bonus before you reach a level you haven't reached as fighter.

In the original you get +1 HP at such a level up. Your mods probably remove this, no need to worry.

So everything is perfectly normal, just keep on playing.

That's good to know, Many thanks