Hmm, maybe I'm misremembering, but I thought it said it healed in the pop-up when I turned in the reagent and acquired the companion. I might have just misread though, as I was immediately distracted by the cute cat.
The other times I died from an orc, I at least saw the orc, and my health had been reduced to zero, this time I was sitting at the "you survived for 4 days, 0 hours" screen and could see I still had health.